Robuta

https://spiral.imperial.ac.uk/entities/publication/006e23f5-61c4-4242-96f9-4acca2566db2 Identifying causal structures of cointegrated vector autoregression with an application to the G7... vector autoregression with an identifying causal structures https://ageconsearch.umn.edu/record/162161 Dynamic U.S. Food-Related Inflation Relationships: A Cointegrated VAR Model Analysis Babula, Ronald A.; Lim, Song-Soo u s var model dynamic food related https://ideas.repec.org/a/spr/annopr/v299y2021i1d10.1007_s10479-019-03225-y.html Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment Downloadable (with restrictions)! This work aimed to solve the problem of Markowitz portfolio optimization for a long-term horizon investment, through the... portfolio optimization pairs trading long term markowitz cointegrated