"Stochastic Trends and Cointegration in the Market for Equities" by Lucy F. Ackert

Selected Works of Lucy F. Ackert

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Article

Stochastic Trends and Cointegration in the Market for Equities

Journal of Economics and Business (1999)

Lucy F. Ackert
Marie D. Racine

Disciplines

Business and
Finance and Financial Management

Publication Date

March, 1999

Citation Information

Lucy F. Ackert and Marie D. Racine. "Stochastic Trends and Cointegration in the Market for Equities" Journal of Economics and Business Vol. 51 Iss. 2 (1999)
Available at: http://works.bepress.com/lucy_ackert/58/