Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets

DOI10.2202/1558-3708.1037zbMath1078.91560OpenAlexW2073195565MaRDI QIDQ3368219

Norman R. Swanson, Tian Zeng

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1037

zbMATH Keywords

cointegrationforecastingfutures market

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

This page was built for publication: Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets