A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|4|339-356

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.4, 2015-04, pp. : 339-356

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Abstract