The implications of cointegration in financial markets
AbstractThe associations between cointegration and the measurement of volatility and risk in traditional financial analysis literature are investigated and conferred empirical meanings under various market circumstances via the Granger representation theorem.
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Bibliographic InfoArticle provided by Taylor and Francis Journals in its journal Applied Economics Letters.
Volume (Year): 2 (1995)
Issue (Month): 8 ()
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Web page: http://www.tandf.co.uk/journals/routledge/13504851.html
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