Cointegration in return series and its effect on short-term prediction

Managerial Finance

Volumn 24, Issue 8, 1998, Pages 26-47

  Tuluca, Sorin A ^a   Seiler, Michael J ^b   Myer, F C Neil ^c   Webb, James R ^c  

^a FAIRLEIGH DICKINSON UNIVERSITY   (United States)

^b HAWAII PACIFIC UNIVERSITY   (United States)

^c CLEVELAND STATE UNIVERSITY   (United States)

Author keywords

Accounting research; Assets; Cointegration; Modelling; Portfolio investment; Predictive validity; USA

Indexed keywords

EID: 0041601886     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074359810765651     Document Type: Article

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