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

Michael Moore

Research output: Contribution to journal › Article › peer-review

Cite this

@article{cc7dbdcf5da94db7b4d77d8f6563448c,

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

author = "Michael Moore",

year = "1995",

month = feb,

language = "English",

volume = "47",

pages = "131--135",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

}