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Applied Economics Letters Volume 2, 1995 - Issue 8
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Original Articles

The implications of cointegration in financial markets

Peijie Wang
Pages 263-265 | Published online: 05 Oct 2010
 
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Abstract

The associations between cointegration and the measurement of volatility and risk in traditional financial analysis literature are investigated and conferred empirical meanings under various market circumstances via the Granger representation theorem.

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