haku: @indexterm CHEMICAL INDUSTRY / yhteensä: 367
viite: 49 / 367
| Tekijä: | Krämer, W. |
| Otsikko: | Kointegration von Aktienkursen |
| Lehti: | Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1999 : VOL. 51:10, p. 915-936 |
| Asiasana: | STOCKS CHEMICAL INDUSTRY GERMANY |
| Kieli: | ger |
| Tiivistelmä: | It is argued that the stocks of German chemical companies Bayer, BASF and Hoechst are fractionally cointegrated. To the extent that this cointegration is not a statistical coincidence, this opens possibilities for profitable trading strategies. |
SCIMA