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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...

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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

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