A time series approach to testing for market linkage : unit root and cointegration tests
Year of publication: |
1994
|
---|---|
Authors: | Wang, George H. K. |
Other Persons: | Yau, Jot (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 4, p. 457-474
|
Subject: | Börsenkurs | Share price | Index-Futures | Index futures | Arbitrage | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1987 |
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