The Johansen cointegration technique and spot and forward rate hypothesis /
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
1997.
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| Subjects: | |
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| LEADER | 00849cam a2200241 a 4500 | ||
|---|---|---|---|
| 001 | u425111 | ||
| 003 | SIRSI | ||
| 008 | 980610s1998 si v 00 10 eng m | ||
| 035 | |a ACF-2354 | ||
| 040 | |a UMM | ||
| 090 | |a HB141 |b Luo | ||
| 100 | 1 | 0 | |a Luo, Jianhui. |
| 245 | 1 | 4 | |a The Johansen cointegration technique and spot and forward rate hypothesis / |c by Luo Jianhui. |
| 260 | |c 1997. | ||
| 300 | |a x, 138 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Dissertation (M.Sc.) -- National University of Singapore, 1997. | ||
| 504 | |a Bibliography: leaf 115-119. | ||
| 650 | 0 | |a Econometrics |x Statistical methods | |
| 650 | 0 | |a Cointegration |x Mathematical models | |
| 650 | 0 | |a Time-series analysis |x Mathematical models | |
| 948 | |a 10/06/1998 |b 31/03/2000 | ||
| 596 | |a 1 | ||
| 999 | |a HB141 LUO |w LC |c 1 |i A507918810 |d 2/7/2016 |e 2/7/2016 |l STACKS |m P01UTAMA |n 10 |r Y |s Y |t TESIS |u 18/4/2000 | ||