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Unit root and cointegration tests for foreign exchange futures : evidence from the Singapore International Monetary Exchange
Pyun, Chong-soo, (1994)
A statistical model of changes in asset prices employing intraday data : a recursive approach
Fletcher, Roy A., (1993)
On determining the dimension of real-time stock-price data
Mayfield, E. Scott, (1992)
Cointegrated time series : a guide to estimation and hypothesis testing
Dickey, David A., (1994)
A primer on cointegration with an application to money and income
Dickey, David A., (1991)
Determining the order of differencing in autoregressive processes
Dickey, David A., (1987)