Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? |
scientific article |
Statements
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (English)
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8 November 2021
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stepwise regression
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commodity returns
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predictability
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portfolio back-testing
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