Testing for threshold cointegration and error correction : evidence in the petroleum futures market
Jeng Bau Lin and Chin Chia Liang
| Year of publication: |
2010
|
|---|---|
| Authors: | Lin, Jeng-bau ; Liang, Chin Chia |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 22/24, p. 2897-2907
|
| Subject: | Ölmarkt | Oil market | Derivat | Derivative | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008748252