Title of article :
Cointegration and predictability of asset prices
Author/Authors :
G. M. Caporale، نويسنده , , N. Pittis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
13
From page :
441
To page :
453
Keywords :
Cointegration , Market efficiency , Unprcdictability , Granger causality , Long-runcausality
Journal title :
Journal of International Money and Finance
Serial Year :
1998
Journal title :
Journal of International Money and Finance
Record number :
191154
Link To Document :
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