Forecasting the Nikkei Spot Index with Fractional Cointegration
| Year of publication: |
1999
|
|---|---|
| Authors: | Lien, D. ; Tse, Y.K. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 18.1999, 4, p. 259-274
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