Cointegration and error correction models: Intertemporal causality between index and futures prices
- 1 April 1993
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 13 (2), 193-198
- https://doi.org/10.1002/fut.3990130206
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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