The econometrics of the "market model" : cointegration, error correction and exogeneity
Year of publication: |
1996
|
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Authors: | Mills, Terence C. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 1.1996, 4, p. 275-286
|
Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Aktienindex | Stock index | Theorie | Theory |
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