Parities and spread trading in gold and silver markets: A fractional cointegration analysis

Applied Financial Economics

Volumn 13, Issue 12, 2003, Pages 899-911

  Liu, Shi Miin ^a   Chou, Chih Hsien ^a  

^a NATIONAL TAIPEI UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; FORECASTING METHOD; PRICE DYNAMICS; TRADE FLOW;

EID: 0344120843     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310032000129626     Document Type: Article

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