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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| Format: | Thesis |
| Language: | English |
| Published: |
2015
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| Online Access: | 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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