✦ LIBER ✦
A time series approach to testing for market linkage: Unit root and cointegration tests
✍ Scribed by George H. K. Wang; Jot Yau
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 920 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
✦ Synopsis
The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not necessarily reflect those of the Commodity Futures Trading Commission or its staff.