Bivariate and multivariate cointegration and their application in stock markets

Economic Computation and Economic Cybernetics Studies and Research

Volumn 4, Issue , 2009, Pages

  Ruxanda, Gheorghe ^a   Stoenescu, Smaranda ^a  

^a Faculty of International Business and Economics   (Romania)

Author keywords

Cointegrated systems; Engle Granger two stages procedure; Johansen procedure; Multivariate cointegration; Spurious regression

Indexed keywords

EID: 70849135481     PISSN: 0424267X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

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