A Comparison of Johansen and Phillips-Hansen Cointegration Tests of forward market efficiency - Baillie and Bollerslev revisited

Michael Moore

Research output: Contribution to journalArticle

12 Citations (Scopus)
Original languageEnglish
Pages (from-to)131-135
Number of pages5
JournalEconomics Letters
Volume47
Publication statusPublished - Feb 1995

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