Re-examining forward market efficiency evidence from fractional and Harris-Inder cointegration test

International Review of Economics and Finance

Volumn 8, Issue 4, 1999, Pages 433-453

  Choudhry, Taufiq ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Arfima; Cointegration; Forward premium; Mean reversion

Indexed keywords

EID: 0033229195     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(99)00023-4     Document Type: Article

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