Co-integration of timber and financial markets - Implications for portfolio selection

Forest Science

Volumn 48, Issue 1, 2002, Pages 118-128

  Heikkinen, Veli Pekka ^a  

^a Varma Sampo Mutual Pension Ins Co   (Finland)

Author keywords

Co integration; Forestry returns; VAR models

Indexed keywords

CORRELATION METHODS; FORESTRY; INTEGRATION; INVESTMENTS;

PORTFOLIO SELECTION;

TIMBER;

EID: 0036177888     PISSN: 0015749X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (33)

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