Parities and spread trading in gold and silver markets : a fractional cointegration analysis
Shi-miin Liu and Chih-hsien Chou
| Year of publication: |
2003
|
|---|---|
| Authors: | Liu, Shi-Miin ; Chou, Chih-hsien |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 12, p. 879-891
|
| Subject: | Gold | Silber | Silver | Preis | Price | Kointegration | Cointegration | Schätzung | Estimation | 1983-1995 |
| 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/10001817154