A note on cointegration of international stock market indices
Year of publication: |
2014
|
---|---|
Authors: | Dimpfl, Thomas |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 33.2014, C, p. 10-16
|
Publisher: |
Elsevier |
Subject: | Cointegration | Stock market index | Random walk model | International financial markets |
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