Yan-chun Liu, Liang Sun. Analysis of Cointegration between Macroeconomic Variables and Stock Index. In Maozu Guo, Liang Zhao, Lipo Wang, editors, Fourth International Conference on Natural Computation, ICNC 2008, Jinan, Shandong, China, 18-20 October 2008, Volume 5. pages 318-322, IEEE, 2008. [doi]
Abstract is missing.