Monte Carlo tests of cointegration in a bivariate normal common factor system

Applied Financial Economics

Volumn 10, Issue 1, 2000, Pages 81-93

  Östermark, Ralf ^a  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040358843     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031000331950     Document Type: Article

References (15)

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