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A note on the compressibility of wool and its relationship with crimp

✍ Scribed by J. Banbaji


Publisher
John Wiley and Sons
Year
1971
Tongue
English
Weight
193 KB
Volume
15
Category
Article
ISSN
0021-8995

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In many empirical studies, both spot and futures prices were shown to contain a stochastic trend. Consequently, it is necessary to examine the possible cointegration relationship between the two prices as suggested by the efficient markets hypothesis. The importance of incorporating the cointegratio