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Journal Article

ID	325886
Title Proper	Are the weekly highest and lowest CNX NIFTY cointegrated : Full information maximum likelihood approach of Soren Johansen
Language	ENG
Author	Bose (Amal Kumar)
`In' analytical Note	Management Accountant 42(1) Jan 2007 pp19-24
Journal Source	Management Accountant 42(1) Jan 2007 pp19-24
Classification Number	X:B28
Key Words	Econometrics : Time series models : Stock indices ; Time series models : Stock indices ; Vector autoregressive error correction model : Stock indices : National Stock Exchange ; Stock indices : National Stock Exchange : Time series analysis : VEC model ; Time series analysis : VEC model : Stock indices : National Stock Exchange ; National Stock Exchange indices : Time series analysis : VEC model