COINTEGRATION AND STOCK-PRICES - THE RANDOM-WALK ON WALL-STREET REVISITED

被引：46

作者：

CERCHI, M

HAVENNER, A

机构：

来源：

关键词：

D O I：

10.1016/0165-1889(88)90044-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：333 / 346

页数：14

共 17 条

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ENGLE, RF
GRANGER, CWJ
[J]. ECONOMETRICA, 1987, 55 (02) : 251 - 276
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