A cointegration test for market efficiency
Kon S. Lai ; Michael Lai
| Year of publication: |
1991
|
|---|---|
| Authors: | Lai, Kon S. |
| Other Persons: | Lai, Michael (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 5, p. 567-575
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | 1973-1989 |
| 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/10001110894