LONG MEMORY IN INTEREST-RATE FUTURES MARKETS - A FRACTIONAL COINTEGRATION ANALYSIS

被引：29

作者：

BOOTH, GG ^{[1
]}

TSE, Y ^{[1
]}

机构：

[1] UNIV MEMPHIS, MEMPHIS, TN USA

来源：

JOURNAL OF FUTURES MARKETS | 1995年 / 15卷 / 05期

关键词：

D O I：

10.1002/fut.3990150505

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：573 / 584

页数：12

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