✦ LIBER ✦

Multiple cointegrating vectors, error correction, and forecasting with Litterman's model

✍ Scribed by Gary L. Shoesmith

Book ID: 113290684
Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 790 KB
Volume: 11
Category: Article
ISSN: 0169-2070
DOI: 10.1016/0169-2070(95)00613-3

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