Regime switching and cointegration tests of the efficiency of futures markets

Journal of Futures Markets

Volumn 18, Issue 8, 1998, Pages 871-901

  Chow, Ying Foon ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032359339     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1096-9934(199812)18:8<871::aid-fut1>3.0.co;2-%23     Document Type: Article

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