Cointegration and predictability of asset prices1
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 17 (1998)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/inca/30443
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- Umberto Triacca, 2013. "The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process," Econometrics, MDPI, Open Access Journal, vol. 1(3), pages 207-216, November.
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