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Results for fractional cointegration
Publications & Outputs
Return predictability of variance differences: A fractionally cointegrated approach
Li, Z.,
Izzeldin, M.
&
Yao, X.
,
1/07/2020
,
In:
Journal of Futures Markets.
40
,
7
,
p. 1072-1089
18 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review