Browsing All of EconStor by Author Xu, Ke
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2014 | A fractionally cointegrated VAR analysis of price discovery in commodity futures markets | Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke |
2014 | A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets | Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke |
2015 | Economic significance of commodity return forecasts from the fractionally cointegrated VAR model | Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, Morten Ørregaard; Xu, Ke |