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Cointegration and error correction models: Intertemporal causality between index and futures prices
Author(s) -
Ghosh Asim
Publication year - 1993
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.3990130206
Subject(s) - futures contract , cointegration , index (typography) , citation , econometrics , economics , mathematical economics , financial economics , computer science , library science , world wide web
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