A TIME-SERIES APPROACH TO TESTING FOR MARKET LINKAGE - UNIT-ROOT AND COINTEGRATION TESTS

被引：9

作者：

WANG, GHK ^{[1
]}

YAU, J ^{[1
]}

机构：

[1] GEORGE MASON UNIV,FAIRFAX,VA 22030

来源：

JOURNAL OF FUTURES MARKETS | 1994年 / 14卷 / 04期

关键词：

D O I：

10.1002/fut.3990140407

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：457 / 474

页数：18

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