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A time series approach to testing for market linkage: Unit root and cointegration tests
Author(s) -
Wang George H. K.,
Yau Jot
Publication year - 1994
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.3990140407
Subject(s) - george (robot) , futures contract , cointegration , citation , mathematical economics , computer science , economics , history , art history , finance , library science , econometrics
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