Market efficiency and cointegration tests for foreign currency futures markets
Kam C. Chan ; Benton E. Gup ; Ming-Shiun Pan
| Year of publication: |
1992
|
|---|---|
| Authors: | Chan, Kam C. |
| Other Persons: | Gup, Benton E. (contributor) ; Pan, Ming-Shiun (contributor) |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 2.1992, 1, p. 79-89
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | 1977-1987 |
| 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://www.econbiz.de/10001127305