Fractional cointegration of voting and non-voting shares

By Dittmann Ingolf  

Applied Financial Economics, Vol. 11, Iss. 3, 2001-06 ,pp. : 321-332

Routledge Ltd

Access to resources Recommend Favorite

Evaluating currency market efficiency: are cointegration tests appropriate?

By Kellard Neil   Newbold Paul   Rayner Tony  

Applied Financial Economics, Vol. 11, Iss. 6, 2001-12 ,pp. : 681-691

Routledge Ltd

Access to resources Recommend Favorite

Fractional cointegration: Monte Carlo estimates of critical values, with an application

By Sephton P. S.  

Applied Financial Economics, Vol. 12, Iss. 5, 2002-05 ,pp. : 331-335

Routledge Ltd

Access to resources Recommend Favorite

A fractional cointegration test of purchasing power parity: the case of selected members of OPEC

By Soofi Abdol S.  

Applied Financial Economics, Vol. 8, Iss. 6, 1998-12 ,pp. : 559-566

Routledge Ltd

Access to resources Recommend Favorite

Parities and Spread Trading in Gold and Silver Markets: A Fractional Cointegration Analysis

By Liu Shi-Miin   Chou Chih-Hsien  

Applied Financial Economics, Vol. 13, Iss. 12, 2003-12 ,pp. : 879-891

Routledge Ltd

Access to resources Recommend Favorite