Ivette Luna

2 Questions 9 Answers 0 Followers

Questions related from Ivette Luna

Does cointegration between two variables imply causality (Granger sense)?

20 June 2013 9,170 6 View

VAR/VEC and volatility: How do deal with volatility in a VAR/VEC model?

I want to analyze the relationship between three capital markets. For doing so I got the respective market index on a daily basis for several years (CAC, DAX, FTSE). If I analyze those series,...

03 June 2013 3,838 1 View