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~isPartOf:"Discussion paper"
~isPartOf:"The journal of futures markets"
~person:"Wang, George H. K."
~subject:"Arbitrage"
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Discussion paper
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A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
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