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~isPartOf:"Finance research letters"
~person:"Kellard, Neil"
~subject:"Foreign exchange market"
~subject:"Time series analysis"
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Kellard, Neil
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil
- In:
Finance research letters
3
(
2006
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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