Department of Economics and Business Economics

A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Empirical Finance
Volume38
IssueB
Pages (from-to)623–639
Number of pages17
ISSN0927-5398
DOIs
Publication statusPublished - 2016

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