A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data lompat adalah kebiasaan dalam model siri masa. Financial and economic time series always show nonlinear properties such as asymmetry and regime swi...
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2015
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| 主題: | |
| 在線閱讀: | http://eprints.usm.my/31376/1/A_STUDY_OF_RELATIONSHIP_BETWEEN_COMMODITY_PRICE_AND_STOCK_PRICE_USING_MS-VAR_AND_MS-VECM_MODELS.pdf |
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| 總結: | Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidak
pegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan data
lompat adalah kebiasaan dalam model siri masa.
Financial and economic time series always show nonlinear properties such as
asymmetry and regime switching. Structural change as well as break is often reported
in the series. |
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