A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency: Baillie and Bollerslev revisited
| Year of publication: |
1995
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|---|---|
| Authors: | Moore, M.J. ; Copeland, L.S. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 47.1995, 2, p. 131-136
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