Teena ...

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Questions related from Teena ...

Whether to Run Bivariate Johansen co-inegration test is valid?

Dear all, In literature we see Johansen co-integration test is multivariate test. We find papers on Bivariate Johansen co-integration also. some experts say It is a multivariate test so should be...

10 October 2018 385 0 View

Granger causality test is applied on non stationary data or stationary data?

Dear all, Granger causality test is applied on non stationary data or stationary data? VAR is applied on stationary or non stationary data? Like wise VECM is applied on stationary and non...

09 September 2018 6,991 16 View

What is the difference between conditional and unconditional volatility of stock market?

Dear all, I want to know that when we are studying financial stock market then we are confronted with conditional volatility and unconditional volatility terms many times, but what is actually...

03 March 2018 260 2 View

In iid with (mean 0, sigma square), this Sigma square is equal to what?

Dear all, This Sigma square is equal to what? In iid with (mean 0, sigma square). In conditional variance modelling we use this iid (independent & identical distributed) term.

01 January 2018 5,195 6 View

What is the role of modelling in volatility analysis?

Dear all, We know that while choosing any model for volatility we see our objective first like - To check spillover. To check news impact. To check leverage effect or clustering. What exactly we...

12 December 2017 7,679 4 View

What are the basic things that we have to see for DATA before applying any model?

Dear all, I want to know about the basic things that we should keep in mind for DATA before proceeding to any model. Like if we are using stock returns Time series as DATA then it may be possible...

12 December 2017 8,695 3 View