The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of information timeliness on the predictability of stock and futures returns: An application of vector models |
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The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (English)
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13 August 1998
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forecasting
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stock index
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VARMAX-models
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