Investing in the wine market: a country-level threshold cointegration approach

被引：7
作者：
Baldi, Lucia [1 ]
Peri, Massimo [1 ]
Vandone, Daniela [2 ]
机构：
[1] Univ Milan, Dept Agr Food & Environm Econ, Milan, Italy
[2] Univ Milan, Dept Econ Business & Stat, Milan, Italy
来源：
QUANTITATIVE FINANCE | 2013年 / 13卷 / 04期
关键词：
COMMODITY FUTURES; PRICE DISCOVERY; NONLINEAR ADJUSTMENT; ECONOMETRIC-MODEL; TIME-SERIES; RETURN; PREDICTABILITY; VOLATILITY; STRATEGIES; PARAMETER;
D O I：
10.1080/14697688.2012.716523
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：493 / 503
页数：11
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