Return Predictability of Variance Differences:a fractionally co-integrated approach

Izzeldin, Marwan (2020) Return Predictability of Variance Differences:a fractionally co-integrated approach. The Journal of Futures Markets. (In Press)

[img]
Text (Accepted Manuscript)
Accepted_Manuscript.pdf - Accepted Version
Restricted to Repository staff only until 1 January 2050.
Available under License Creative Commons Attribution-NonCommercial.

Download (477kB)
Item Type:
Journal Article
Journal or Publication Title:
The Journal of Futures Markets
ID Code:
141690
Deposited By:
Deposited On:
20 Feb 2020 11:30
Refereed?:
Yes
Published?:
In Press
Last Modified:
28 Jun 2020 05:36