The tactical and strategic value of hedge fund strategies: a cointegration approach
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Volume (Year): 21 (2007)
Issue (Month): 4 (December)
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- Kausik Chaudhuri, 1997. "Cointegration, error correction and Granger causality: an application with Latin American stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 4(8), pages 469-471.
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- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, December.
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