Kointegration von Aktienkursen

Walter Krämer

Schmalenbach Journal of Business Research, 1999, vol. 51, issue 10, 915-936

Abstract: Summary 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.

Date: 1999
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DOI: 10.1007/BF03371604

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