Interpreting the concept of joint unpredictability of asset returns: A distance approach
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DOI: 10.1016/j.physa.2006.01.068
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Cited by:
- Umberto Triacca, 2013. "The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process," Econometrics, MDPI, vol. 1(3), pages 1-10, November.
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Keywords
Asset returns; Distance; Time series;All these keywords.
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