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
收藏
页码：457 / 474
页数：18
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