A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency (Q674069)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency |
scientific article |
Statements
A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency (English)
0 references
28 February 1997
0 references
Cointegration
0 references
Exchange rates
0 references
Efficiency
0 references
Forward market
0 references
Maximum likelihood
0 references
