The Johansen cointegration technique and spot and forward rate hypothesis /

The Johansen cointegration technique and spot and forward rate hypothesis /

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Bibliographic Details
Main Author: Luo, Jianhui
Format: Thesis Book
Language:English
Published: 1997.
Subjects:
Econometrics > Statistical methods
Cointegration > Mathematical models
Time-series analysis > Mathematical models
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Description
Physical Description:x, 138 leaves : ill. ; 30 cm.
Bibliography:Bibliography: leaf 115-119.

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