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Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets.pdfVIP

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Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets.pdf

    Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets

    Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets Tian Zeng Aeltus Investment Management, Inc., 242 Trumbull Street, ALT6, Hartford, CT 06103-1205 phone: 860-275-4924; fax: 860-275-3420; email: zengt@ and Norman R. Swanson Penn State University, 521 Kern Graduate Bldg., Department of Economics, University Park, PA 16802 phone:

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