Omar Hasnaoui

2 Questions 1 Answers 0 Followers

Questions related from Omar Hasnaoui

What is the best method to test stationarity in r ?

i would like to perform a cross-correlation between two financial indices in r, but to do so i want to perform a stationarity test. i would like to know what is the best way to do so. i saw that...

09 September 2019 1,157 4 View

What is the best way to investigate correlation between two financial indices that vary with time?

I want to investigate correlation between two financial indices that vary with time, one is S&P 500 stock index and the other is U.S. green municipal bond index. I do not want to use...

08 August 2019 8,923 3 View