Olena Liashenko, Tetyana Kravets, Olha Bobro. Fractionally Cointegrated Vector Autoregression Model of Spread Estimation for Metals. In 10th International Conference on Advanced Computer Information Technologies, ACIT 2020, Deggendorf, Germany, September 16-18, 2020. pages 643-646, IEEE, 2020. [doi]
Abstract is missing.