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A cointegration test for market efficiency
Author(s) -
Lai Kon S.,
Lai Michael
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110505
Subject(s) - cointegration , state (computer science) , test (biology) , economics , computer science , econometrics , algorithm , biology , paleontology
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