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A cointegration test for oil futures market efficiency

✍ Scribed by William J. Crowder; Anas Hamed

Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 591 KB
Volume: 13
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990130810

No coin nor oath required. For personal study only.

✦ Synopsis

The authors would like to thank Hank Bessembinder, Dan Himarios, Dennis Hoffman, Mike Melvin, and two anonymous referees for the helpful comments. Any remaining errors must be attributed, solely, to the authors.

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