Cointegration in return series and its effect on short-term prediction

Author: Tuluca Sorin A   Seiler Michael J   Myer F.C. Neil   Webb James R  

Publisher: Emerald Group Publishing Ltd

ISSN: 0307-4358

Source: Managerial Finance, Vol.24, Iss.8, 1998-08, pp. : 48-63

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Abstract