Structural interdependence and efficiency in Pakistan's financial markets /

The concept of cointegration has become a cornerstone in applied time series analysis to study the long-run equilibrium relationship among the series. The idea was originally put forth by Engle and Granger (1987). According to the Granger Representation Theorem, cointegrated series can be represent...

Full description

Bibliographic Details

Main Author:	Khan, Asim Muzaffar, 1966-
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 2002.
Subjects:	Major agricultural economics.
Online Access:	http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=726444511&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD