A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
| Year of publication: |
1995
|
|---|---|
| Authors: | Moore, Michael J. ; Copeland, Laurence S. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 47.1995, 2, p. 131-135
|
| Publisher: |
Elsevier |