Cointegration and predictability of asset prices
Guglielmo Maria Caporale and Nikitas Pittis
| Year of publication: |
1998
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
| Publisher: |
London : Centre for Economic Forecasting |
| Subject: | Theorie | Theory | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Kointegration | Cointegration |
| Extent: | 25 S |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 08-98 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 25 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000650913