Cointegration and Error Correction Models: Intertemporal Causality between Index and Futures Prices
| Year of publication: |
1993
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|---|---|
| Authors: | Ghosh, Asim |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 13.1993, 2, p. 193-198
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