A time series approach to testing for market linkage : unit root and cointegration tests
George H. K. Wang ; Jot Yau
| Year of publication: |
1994
|
|---|---|
| Authors: | Wang, George H. K. |
| Other Persons: | Yau, Jot (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 4, p. 457-474
|
| Subject: | Börsenkurs | Share price | Index-Futures | Index futures | Arbitrage | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1987 |
| 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://ebvufind01.dmz1.zbw.eu/10001169791