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A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets |
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| Authors: | Sepideh Dolatabadi Morten Ørregaard Nielsen Ke Xu |
| Affiliation: | 1. Sepideh Dolatabadi, Morten ?rregaard Nielsen, and Ke Xu are at Queen's University, Kingston, Canada;2. Morten ?rregaard Nielsen is at CREATES, Institut for ?konomi, Aarhus Universitet, Aarhus, Denmark |
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