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A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
Moore, Michael J.; Copeland, Laurence S. - In: Economics Letters 47 (1995) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10005269942
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Estimating daily seasonals in financial time series : The use of high-pass spectral filters
Copeland, Laurence S.; Wang, Peijie - In: Economics Letters 43 (1993) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10005296915
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Oil news and the petropound : Some tests
Copeland, Laurence S. - In: Economics Letters 16 (1984) 1-2, pp. 123-127
Persistent link: https://www.econbiz.de/10005362336
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The pound sterling/US dollar exchange rate and the 'new'
Copeland, Laurence S. - In: Economics Letters 15 (1984) 1-2, pp. 109-113
Persistent link: https://www.econbiz.de/10005270288