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Cointegration, Efficiency and Forecasting in the Currency Market

โœ Scribed by Wilson H. S. Tong

Book ID
108567896
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
259 KB
Volume
28
Category
Article
ISSN
0306-686X

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The author would like to thank the Editor of The Journal of Futures Markets and two anonymous referees for numerous suggestions on a previous draft of this paper. All remaining errors, however, are the author's responsibility. Financial assistance, provided through a Summer Grant from the Miles Fund

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