Cointegration and stock prices
- 1 June 1988
- journal article
- Published by Elsevier BV in Journal of Economic Dynamics and Control
- Vol. 12 (2-3), 333-346
- https://doi.org/10.1016/0165-1889(88)90044-9
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- State Space Modeling of Time SeriesUniversitext, 1987
- Control of large-scale dynamic systems by aggregationIEEE Transactions on Automatic Control, 1968