Long Memory in Interest Rate Futures Markets: A Factional Cointegration Analysis

Yiuman Tse; G. Geoffrey Booth

doi:10.1002/fut.3990150505

Long Memory in Interest Rate Futures Markets: A Factional Cointegration Analysis

Yiuman Tse, G. Geoffrey Booth

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Futures Markets
Volume	15
DOIs	https://doi.org/10.1002/fut.3990150505
State	Published - 1995

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Business

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title = "Long Memory in Interest Rate Futures Markets: A Factional Cointegration Analysis",

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PY - 1995

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JO - Journal of Futures Markets

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Long Memory in Interest Rate Futures Markets: A Factional Cointegration Analysis

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