Three Sections of Applications of Co-Integration: Hedge Funds, Industry and Main Global Equity Markets
Co-integration is an econometric property of time series variables. If two or more series are themselves non-stationary (unit root process), but a linear combination of them is stationary, then the series are said to be co-integrated. If there is a co-integration among some time series, we can say t...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/47 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1046&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |
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