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: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 4, p. 457-474
|