Title of article :
Cointegration and joint efficiency of international commodity markets
Author/Authors :
Christis Hassapis، نويسنده , , Sarantis Kalyvitis، نويسنده , , Nikitas Pittis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Keywords :
Vector martingale , Vector autoregression , cointegration , Joint semi-strong efficiency
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
