@article{Goodman1961,
author = {Goodman, L.A. and Grunfeld, Y.},
title= {Some nonparametric tests for comovements between time series},
year = {1961},
doi = {10.1080/01621459.1961.10482086},
journal = {Journal of the American Statistical Association},
volume = {56},
number = {293},
pages = {11--26},
}