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Silva, Mónica Filipa Moreira da
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Subject:
Cointegration
Subject:
VECM
Year:
2012
Document Type:
Tesis
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Inglés
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Title:
Cointegration analysis : gilt-equity yield ratio in pigs and Germany (econometric study using VAR/VECM methodologies)
Author:
Silva, Mónica Filipa Moreira da
Language:
Inglés
Repository:
73
Subject:
Rácio Gilt-Equity Yield
/
Regras de decisão
/
Não estacionariedade
/
Modelo vetorial de correção de erros
/
Cointegração
/
Gilt-Equity Yield Ratio
/
Trading rule
/
Nonstationarity
/
Cointegration
/
VECM
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