COINTEGRATION AND ERROR CORRECTION MODELS - INTERTEMPORAL CAUSALITY BETWEEN INDEX AND FUTURES PRICES

被引：86

|

作者：

GHOSH, A

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1993年 / 13卷 / 02期

关键词：

D O I：

10.1002/fut.3990130206

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：193 / 198

页数：6

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