A time series approach to testing for market linkage: Unit root and cointegration tests
| Year of publication: |
1994
|
|---|---|
| Authors: | Wang, George H. K. ; Yau, Jot |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 4, p. 457-474
|
| Publisher: |
John Wiley & Sons, Ltd. |