A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
Year of publication: |
1995
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Authors: | Moore, Michael J. ; Copeland, Laurence S. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 47.1995, 2, p. 131-135
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Publisher: |
Elsevier |
Saved in:
Online Resource
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