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You searched for subject:(Cointegration). Showing records 1 – 30 of 448 total matches.

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NSYSU

1. Li, Chun-hsien. none.

Degree: Master, Economics, 2004, NSYSU

Subjects/Keywords: cointegration

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APA (6th Edition):

Li, C. (2004). none. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203104-155510

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Chun-hsien. “none.” 2004. Thesis, NSYSU. Accessed May 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203104-155510.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Chun-hsien. “none.” 2004. Web. 22 May 2019.

Vancouver:

Li C. none. [Internet] [Thesis]. NSYSU; 2004. [cited 2019 May 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203104-155510.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li C. none. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203104-155510

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

2. Chen, Sheng-Jing. Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach.

Degree: Master, Education, 2002, NSYSU

 Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach ABSTRACT This research uses the fractional cointegration model to examine the relations between… (more)

Subjects/Keywords: cointegration

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APA (6th Edition):

Chen, S. (2002). Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0205102-135832

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Sheng-Jing. “Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach.” 2002. Thesis, NSYSU. Accessed May 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0205102-135832.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Sheng-Jing. “Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach.” 2002. Web. 22 May 2019.

Vancouver:

Chen S. Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach. [Internet] [Thesis]. NSYSU; 2002. [cited 2019 May 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0205102-135832.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen S. Analysis of number of teacher in Taiwanâs Primary Schoolï¼ A coinergration Approach. [Thesis]. NSYSU; 2002. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0205102-135832

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Addis Ababa University

3. Abebe, Azene. The Current Account – Budget Deficits Link in Sub-Saharan Africa Countries: Panel VAR Modeling Approach .

Degree: 2008, Addis Ababa University

 Many economists have argued that prolonged fiscal expansions contribute to current account imbalances. The purpose of this paper is to explore this phenomenon in the… (more)

Subjects/Keywords: Cointegration; Causality analysis

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APA (6th Edition):

Abebe, A. (2008). The Current Account – Budget Deficits Link in Sub-Saharan Africa Countries: Panel VAR Modeling Approach . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/5226

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Abebe, Azene. “The Current Account – Budget Deficits Link in Sub-Saharan Africa Countries: Panel VAR Modeling Approach .” 2008. Thesis, Addis Ababa University. Accessed May 22, 2019. http://etd.aau.edu.et/dspace/handle/123456789/5226.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Abebe, Azene. “The Current Account – Budget Deficits Link in Sub-Saharan Africa Countries: Panel VAR Modeling Approach .” 2008. Web. 22 May 2019.

Vancouver:

Abebe A. The Current Account – Budget Deficits Link in Sub-Saharan Africa Countries: Panel VAR Modeling Approach . [Internet] [Thesis]. Addis Ababa University; 2008. [cited 2019 May 22]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/5226.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Abebe A. The Current Account – Budget Deficits Link in Sub-Saharan Africa Countries: Panel VAR Modeling Approach . [Thesis]. Addis Ababa University; 2008. Available from: http://etd.aau.edu.et/dspace/handle/123456789/5226

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Nelson Mandela Metropolitan University

4. Liu, Limin. Consistent testing for lag length in cointegrated relationships.

Degree: MSc, Faculty of Science, 2007, Nelson Mandela Metropolitan University

 In the past few decades the theory of cointegration has been widely used in the empirical analysis of economic data. The reason is that, it… (more)

Subjects/Keywords: Cointegration  – South Africa; Econometrics

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APA (6th Edition):

Liu, L. (2007). Consistent testing for lag length in cointegrated relationships. (Masters Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/547

Chicago Manual of Style (16th Edition):

Liu, Limin. “Consistent testing for lag length in cointegrated relationships.” 2007. Masters Thesis, Nelson Mandela Metropolitan University. Accessed May 22, 2019. http://hdl.handle.net/10948/547.

MLA Handbook (7th Edition):

Liu, Limin. “Consistent testing for lag length in cointegrated relationships.” 2007. Web. 22 May 2019.

Vancouver:

Liu L. Consistent testing for lag length in cointegrated relationships. [Internet] [Masters thesis]. Nelson Mandela Metropolitan University; 2007. [cited 2019 May 22]. Available from: http://hdl.handle.net/10948/547.

Council of Science Editors:

Liu L. Consistent testing for lag length in cointegrated relationships. [Masters Thesis]. Nelson Mandela Metropolitan University; 2007. Available from: http://hdl.handle.net/10948/547


Addis Ababa University

5. URGAIA, RISSA. THE GROWTH OF INDUSTRIAL MANUFACTURING IN ETHIOPIA AND ITS CONTRIBUTION TO GDP .

Degree: 2008, Addis Ababa University

 This paper analyses growth of Industrial Manufacturing in Ethiopia and its contribution to GDP over the past 4 and 3/10th decades. In general, industrialization plays… (more)

Subjects/Keywords: Manufacturing growth; cointegration analysis

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APA (6th Edition):

URGAIA, R. (2008). THE GROWTH OF INDUSTRIAL MANUFACTURING IN ETHIOPIA AND ITS CONTRIBUTION TO GDP . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/2526

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

URGAIA, RISSA. “THE GROWTH OF INDUSTRIAL MANUFACTURING IN ETHIOPIA AND ITS CONTRIBUTION TO GDP .” 2008. Thesis, Addis Ababa University. Accessed May 22, 2019. http://etd.aau.edu.et/dspace/handle/123456789/2526.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

URGAIA, RISSA. “THE GROWTH OF INDUSTRIAL MANUFACTURING IN ETHIOPIA AND ITS CONTRIBUTION TO GDP .” 2008. Web. 22 May 2019.

Vancouver:

URGAIA R. THE GROWTH OF INDUSTRIAL MANUFACTURING IN ETHIOPIA AND ITS CONTRIBUTION TO GDP . [Internet] [Thesis]. Addis Ababa University; 2008. [cited 2019 May 22]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/2526.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

URGAIA R. THE GROWTH OF INDUSTRIAL MANUFACTURING IN ETHIOPIA AND ITS CONTRIBUTION TO GDP . [Thesis]. Addis Ababa University; 2008. Available from: http://etd.aau.edu.et/dspace/handle/123456789/2526

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Addis Ababa University

6. Dereje, Worku. Trade Liberalization and Industrial Growth in Ethiopia: A Co integration Analysis .

Degree: 2008, Addis Ababa University

 This paper studies the relation between trade policies and economic growth in Ethiopia. The ‘human capital model of endogenous growth’ developed by Lucas (1988) which… (more)

Subjects/Keywords: Trade policy; Endogenous growth; Cointegration

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APA (6th Edition):

Dereje, W. (2008). Trade Liberalization and Industrial Growth in Ethiopia: A Co integration Analysis . (Thesis). Addis Ababa University. Retrieved from http://etd.aau.edu.et/dspace/handle/123456789/5239

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dereje, Worku. “Trade Liberalization and Industrial Growth in Ethiopia: A Co integration Analysis .” 2008. Thesis, Addis Ababa University. Accessed May 22, 2019. http://etd.aau.edu.et/dspace/handle/123456789/5239.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dereje, Worku. “Trade Liberalization and Industrial Growth in Ethiopia: A Co integration Analysis .” 2008. Web. 22 May 2019.

Vancouver:

Dereje W. Trade Liberalization and Industrial Growth in Ethiopia: A Co integration Analysis . [Internet] [Thesis]. Addis Ababa University; 2008. [cited 2019 May 22]. Available from: http://etd.aau.edu.et/dspace/handle/123456789/5239.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dereje W. Trade Liberalization and Industrial Growth in Ethiopia: A Co integration Analysis . [Thesis]. Addis Ababa University; 2008. Available from: http://etd.aau.edu.et/dspace/handle/123456789/5239

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

7. Handal Reyes, Jorge Jose. The Role of Futures Prices in Pricing Commodity Exports of Developing Countries.

Degree: MS, Agricultural Economics, 2014, Louisiana State University

  The purpose of this thesis is to study the empirical linkages between nearby futures prices for coffee at the New York (NY) Intercontinental Exchange… (more)

Subjects/Keywords: Commodities; Coffee; Developing Countries; Cointegration

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APA (6th Edition):

Handal Reyes, J. J. (2014). The Role of Futures Prices in Pricing Commodity Exports of Developing Countries. (Masters Thesis). Louisiana State University. Retrieved from etd-07142014-144131 ; https://digitalcommons.lsu.edu/gradschool_theses/1585

Chicago Manual of Style (16th Edition):

Handal Reyes, Jorge Jose. “The Role of Futures Prices in Pricing Commodity Exports of Developing Countries.” 2014. Masters Thesis, Louisiana State University. Accessed May 22, 2019. etd-07142014-144131 ; https://digitalcommons.lsu.edu/gradschool_theses/1585.

MLA Handbook (7th Edition):

Handal Reyes, Jorge Jose. “The Role of Futures Prices in Pricing Commodity Exports of Developing Countries.” 2014. Web. 22 May 2019.

Vancouver:

Handal Reyes JJ. The Role of Futures Prices in Pricing Commodity Exports of Developing Countries. [Internet] [Masters thesis]. Louisiana State University; 2014. [cited 2019 May 22]. Available from: etd-07142014-144131 ; https://digitalcommons.lsu.edu/gradschool_theses/1585.

Council of Science Editors:

Handal Reyes JJ. The Role of Futures Prices in Pricing Commodity Exports of Developing Countries. [Masters Thesis]. Louisiana State University; 2014. Available from: etd-07142014-144131 ; https://digitalcommons.lsu.edu/gradschool_theses/1585


University of Houston

8. Romagus, George 1982-. Convergence and Divergence of Crude Oil and Natural Gas Prices.

Degree: Economics, Department of, 2012, University of Houston

 This research investigates the possibility that WTI crude oil and Henry Hub natural gas prices share a stable link. Economic theory suggests that the two… (more)

Subjects/Keywords: Cointegration; Error Correction Model

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APA (6th Edition):

Romagus, G. 1. (2012). Convergence and Divergence of Crude Oil and Natural Gas Prices. (Thesis). University of Houston. Retrieved from http://hdl.handle.net/10657/1172

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Romagus, George 1982-. “Convergence and Divergence of Crude Oil and Natural Gas Prices.” 2012. Thesis, University of Houston. Accessed May 22, 2019. http://hdl.handle.net/10657/1172.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Romagus, George 1982-. “Convergence and Divergence of Crude Oil and Natural Gas Prices.” 2012. Web. 22 May 2019.

Vancouver:

Romagus G1. Convergence and Divergence of Crude Oil and Natural Gas Prices. [Internet] [Thesis]. University of Houston; 2012. [cited 2019 May 22]. Available from: http://hdl.handle.net/10657/1172.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Romagus G1. Convergence and Divergence of Crude Oil and Natural Gas Prices. [Thesis]. University of Houston; 2012. Available from: http://hdl.handle.net/10657/1172

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Wollongong

9. Kosapattarapim, Chaiwat. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.

Degree: PhD, 2013, University of Wollongong

  The volatility modeling and forecasting of returns are essential for many areas of econometric and financial analysis. Volatility forecasting dramatically affects financial decisions, such… (more)

Subjects/Keywords: volatility; GARCH; cointegration; VaR model

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APA (6th Edition):

Kosapattarapim, C. (2013). Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. (Doctoral Dissertation). University of Wollongong. Retrieved from 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; http://ro.uow.edu.au/theses/3999

Chicago Manual of Style (16th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Doctoral Dissertation, University of Wollongong. Accessed May 22, 2019. 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; http://ro.uow.edu.au/theses/3999.

MLA Handbook (7th Edition):

Kosapattarapim, Chaiwat. “Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets.” 2013. Web. 22 May 2019.

Vancouver:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Internet] [Doctoral dissertation]. University of Wollongong; 2013. [cited 2019 May 22]. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; http://ro.uow.edu.au/theses/3999.

Council of Science Editors:

Kosapattarapim C. Improving volatility forecasting of GARCH models: applications to daily returns in emerging stock markets. [Doctoral Dissertation]. University of Wollongong; 2013. Available from: 010401 Applied Statistics, 010406 Stochastic Analysis and Modelling, 140207 Financial Economics ; http://ro.uow.edu.au/theses/3999


KTH

10. Hartzell, Åke. Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband.

Degree: Real Estate and Construction Management, 2011, KTH

  The purpose of this paper was to examine the inflation hedging capabilities of property shares. A common notion is that property is a good… (more)

Subjects/Keywords: Property; Inflation; Hedge; Cointegration; Correlation

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APA (6th Edition):

Hartzell, . (2011). Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-41518

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hartzell, Åke. “Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband.” 2011. Thesis, KTH. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-41518.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hartzell, Åke. “Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband.” 2011. Web. 22 May 2019.

Vancouver:

Hartzell . Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband. [Internet] [Thesis]. KTH; 2011. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-41518.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hartzell . Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband. [Thesis]. KTH; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-41518

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

11. Fan, Yang. Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010.

Degree: Economics, 2011, Jönköping University

  With the process of financial globalization, many thousands of stock traders and stock brokers endeavor to seek the best portfolio diversification. Ever since the… (more)

Subjects/Keywords: International stock markets; cointegration

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APA (6th Edition):

Fan, Y. (2011). Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15897

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fan, Yang. “Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010.” 2011. Thesis, Jönköping University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15897.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fan, Yang. “Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010.” 2011. Web. 22 May 2019.

Vancouver:

Fan Y. Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010. [Internet] [Thesis]. Jönköping University; 2011. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15897.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fan Y. Are international stock markets correlated? : Comparing NIKKEI, Dow Jones and Dax in the periods 1991-2000 and 2001-2010. [Thesis]. Jönköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15897

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

12. Hsieh, Meng-chi. The Globalization and Economic Growth: Developed and Developing Countries Revisited.

Degree: PhD, ICAPS, 2011, NSYSU

 This dissertation includes two different empirical models about the economic growth and globalization in developed and developing countries from 1970 to 2008. First, we apply… (more)

Subjects/Keywords: Panel cointegration; Quantile cointegration; Structural breaks; Globalization; Economic growth

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APA (6th Edition):

Hsieh, M. (2011). The Globalization and Economic Growth: Developed and Developing Countries Revisited. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1128111-215505

Chicago Manual of Style (16th Edition):

Hsieh, Meng-chi. “The Globalization and Economic Growth: Developed and Developing Countries Revisited.” 2011. Doctoral Dissertation, NSYSU. Accessed May 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1128111-215505.

MLA Handbook (7th Edition):

Hsieh, Meng-chi. “The Globalization and Economic Growth: Developed and Developing Countries Revisited.” 2011. Web. 22 May 2019.

Vancouver:

Hsieh M. The Globalization and Economic Growth: Developed and Developing Countries Revisited. [Internet] [Doctoral dissertation]. NSYSU; 2011. [cited 2019 May 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1128111-215505.

Council of Science Editors:

Hsieh M. The Globalization and Economic Growth: Developed and Developing Countries Revisited. [Doctoral Dissertation]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1128111-215505


Jönköping University

13. Ryschkow, Stefan. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia.

Degree: Business Administration, 2018, Jönköping University

  This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal… (more)

Subjects/Keywords: Causality; diversification; dynamic cointegration; static cointegration; structural break; Business Administration; Företagsekonomi

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APA (6th Edition):

Ryschkow, S. (2018). International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-40037

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ryschkow, Stefan. “International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia.” 2018. Thesis, Jönköping University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-40037.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ryschkow, Stefan. “International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia.” 2018. Web. 22 May 2019.

Vancouver:

Ryschkow S. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia. [Internet] [Thesis]. Jönköping University; 2018. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-40037.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ryschkow S. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia. [Thesis]. Jönköping University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-40037

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Islam, Abu Hena Md Mamnul. Investment Diversification : A study on six European Countries.

Degree: Umeå School of Business and Economics (USBE), 2011, Umeå University

  "It is the part of a wise man to keep himself today for tomorrow, and not venture all his eggs in one basket."                    … (more)

Subjects/Keywords: Stock Market; Cointegration; Diversification; Markowitz theory; Johansen cointegration

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APA (6th Edition):

Islam, A. H. M. M. (2011). Investment Diversification : A study on six European Countries. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Islam, Abu Hena Md Mamnul. “Investment Diversification : A study on six European Countries.” 2011. Thesis, Umeå University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Islam, Abu Hena Md Mamnul. “Investment Diversification : A study on six European Countries.” 2011. Web. 22 May 2019.

Vancouver:

Islam AHMM. Investment Diversification : A study on six European Countries. [Internet] [Thesis]. Umeå University; 2011. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Islam AHMM. Investment Diversification : A study on six European Countries. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Dalhousie University

15. Zhong, Jing. IMPACTS OF BIOFUELS PRODUCTION ON FOOD INDUSTRY IN THE PRAIRIE REGION OF CANADA.

Degree: MA, Department of Economics, 2012, Dalhousie University

 On the Canadian Prairies, canola is a main source for biodiesel production and wheat is the primary feedstock for bioethanol production. To raise biofuel production… (more)

Subjects/Keywords: Revenue function; distance function; cointegration; morishima elasticity

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APA (6th Edition):

Zhong, J. (2012). IMPACTS OF BIOFUELS PRODUCTION ON FOOD INDUSTRY IN THE PRAIRIE REGION OF CANADA. (Masters Thesis). Dalhousie University. Retrieved from http://hdl.handle.net/10222/15368

Chicago Manual of Style (16th Edition):

Zhong, Jing. “IMPACTS OF BIOFUELS PRODUCTION ON FOOD INDUSTRY IN THE PRAIRIE REGION OF CANADA.” 2012. Masters Thesis, Dalhousie University. Accessed May 22, 2019. http://hdl.handle.net/10222/15368.

MLA Handbook (7th Edition):

Zhong, Jing. “IMPACTS OF BIOFUELS PRODUCTION ON FOOD INDUSTRY IN THE PRAIRIE REGION OF CANADA.” 2012. Web. 22 May 2019.

Vancouver:

Zhong J. IMPACTS OF BIOFUELS PRODUCTION ON FOOD INDUSTRY IN THE PRAIRIE REGION OF CANADA. [Internet] [Masters thesis]. Dalhousie University; 2012. [cited 2019 May 22]. Available from: http://hdl.handle.net/10222/15368.

Council of Science Editors:

Zhong J. IMPACTS OF BIOFUELS PRODUCTION ON FOOD INDUSTRY IN THE PRAIRIE REGION OF CANADA. [Masters Thesis]. Dalhousie University; 2012. Available from: http://hdl.handle.net/10222/15368


Universidade Nova

16. Abe, Bruno Jordan Orfei. Brazilian equity risk premium analysis: A macroeconomic approach.

Degree: 2015, Universidade Nova

Double Degree Masters in Economics Program from Insper and NOVA School of Business and Economics

This research studies the role of fluctuations in the aggregate… (more)

Subjects/Keywords: Excess returns; Expected returns; Consumption; Wealth; Cointegration

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APA (6th Edition):

Abe, B. J. O. (2015). Brazilian equity risk premium analysis: A macroeconomic approach. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15112

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Abe, Bruno Jordan Orfei. “Brazilian equity risk premium analysis: A macroeconomic approach.” 2015. Thesis, Universidade Nova. Accessed May 22, 2019. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15112.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Abe, Bruno Jordan Orfei. “Brazilian equity risk premium analysis: A macroeconomic approach.” 2015. Web. 22 May 2019.

Vancouver:

Abe BJO. Brazilian equity risk premium analysis: A macroeconomic approach. [Internet] [Thesis]. Universidade Nova; 2015. [cited 2019 May 22]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15112.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Abe BJO. Brazilian equity risk premium analysis: A macroeconomic approach. [Thesis]. Universidade Nova; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15112

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Nelson Mandela Metropolitan University

17. He, Wei. Model selection for cointegrated relationships in small samples.

Degree: MSc, Faculty of Science, 2008, Nelson Mandela Metropolitan University

 Vector autoregression models have become widely used research tools in the analysis of macroeconomic time series. Cointegrated techniques are an essential part of empirical macroeconomic… (more)

Subjects/Keywords: Economics  – Statistical methods; Cointegration  – South Africa; Econometrics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

He, W. (2008). Model selection for cointegrated relationships in small samples. (Masters Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/971

Chicago Manual of Style (16th Edition):

He, Wei. “Model selection for cointegrated relationships in small samples.” 2008. Masters Thesis, Nelson Mandela Metropolitan University. Accessed May 22, 2019. http://hdl.handle.net/10948/971.

MLA Handbook (7th Edition):

He, Wei. “Model selection for cointegrated relationships in small samples.” 2008. Web. 22 May 2019.

Vancouver:

He W. Model selection for cointegrated relationships in small samples. [Internet] [Masters thesis]. Nelson Mandela Metropolitan University; 2008. [cited 2019 May 22]. Available from: http://hdl.handle.net/10948/971.

Council of Science Editors:

He W. Model selection for cointegrated relationships in small samples. [Masters Thesis]. Nelson Mandela Metropolitan University; 2008. Available from: http://hdl.handle.net/10948/971


NSYSU

18. Lin, Shou-Ghao. The power of cointegration tests against the fractional cointegration.

Degree: Master, Economics, 2000, NSYSU

 The purpose of this research is to investigate the power of various often-used cointegration tests against the fractionally cointegrated alternaive from Monte Carlo simulation. According… (more)

Subjects/Keywords: fractional cointegration; power

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, S. (2000). The power of cointegration tests against the fractional cointegration. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726100-134413

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Shou-Ghao. “The power of cointegration tests against the fractional cointegration.” 2000. Thesis, NSYSU. Accessed May 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726100-134413.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Shou-Ghao. “The power of cointegration tests against the fractional cointegration.” 2000. Web. 22 May 2019.

Vancouver:

Lin S. The power of cointegration tests against the fractional cointegration. [Internet] [Thesis]. NSYSU; 2000. [cited 2019 May 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726100-134413.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin S. The power of cointegration tests against the fractional cointegration. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0726100-134413

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

19. Chen, Tzu-yun. An study on the Integration between Stock Markets in Mainland China and in Hong Kong.

Degree: Master, Economics, 2010, NSYSU

 This study use the daily stock price of the companies simultaneously listed in China and Hong-Kong to study whether there exists a stable linkage between… (more)

Subjects/Keywords: A shares; structural break; Cointegration; H shares

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APA (6th Edition):

Chen, T. (2010). An study on the Integration between Stock Markets in Mainland China and in Hong Kong. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203110-013040

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Tzu-yun. “An study on the Integration between Stock Markets in Mainland China and in Hong Kong.” 2010. Thesis, NSYSU. Accessed May 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203110-013040.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Tzu-yun. “An study on the Integration between Stock Markets in Mainland China and in Hong Kong.” 2010. Web. 22 May 2019.

Vancouver:

Chen T. An study on the Integration between Stock Markets in Mainland China and in Hong Kong. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 May 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203110-013040.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen T. An study on the Integration between Stock Markets in Mainland China and in Hong Kong. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0203110-013040

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

20. Wu, Po-sung. Trading Strategy Based on Cointegration Pairs.

Degree: Master, Applied Mathematics, 2015, NSYSU

 Pairs trading is a statistical arbitrage strategy which gains profits via short-term deviations from a long-run equilibrium between two stocks. Traders take a long position… (more)

Subjects/Keywords: volatility; spread; profit; cointegration; pairs trading

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APA (6th Edition):

Wu, P. (2015). Trading Strategy Based on Cointegration Pairs. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Po-sung. “Trading Strategy Based on Cointegration Pairs.” 2015. Thesis, NSYSU. Accessed May 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Po-sung. “Trading Strategy Based on Cointegration Pairs.” 2015. Web. 22 May 2019.

Vancouver:

Wu P. Trading Strategy Based on Cointegration Pairs. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 May 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu P. Trading Strategy Based on Cointegration Pairs. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Lincoln University

21. Mo, Ke. Is money targeting an option for the People's Bank of China?.

Degree: 2009, Lincoln University

 This study examines which monetary aggregates, namely nominal M0, M1 and M2, can be used by the People’s Bank of China to conduct monetary policy.… (more)

Subjects/Keywords: unit roots; money targeting; cointegration; income elasticity

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APA (6th Edition):

Mo, K. (2009). Is money targeting an option for the People's Bank of China?. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/1105

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mo, Ke. “Is money targeting an option for the People's Bank of China?.” 2009. Thesis, Lincoln University. Accessed May 22, 2019. http://hdl.handle.net/10182/1105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mo, Ke. “Is money targeting an option for the People's Bank of China?.” 2009. Web. 22 May 2019.

Vancouver:

Mo K. Is money targeting an option for the People's Bank of China?. [Internet] [Thesis]. Lincoln University; 2009. [cited 2019 May 22]. Available from: http://hdl.handle.net/10182/1105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mo K. Is money targeting an option for the People's Bank of China?. [Thesis]. Lincoln University; 2009. Available from: http://hdl.handle.net/10182/1105

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brunel University

22. Al Mughairi, Habiba. Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets.

Degree: PhD, 2016, Brunel University

 This thesis consists of three essays and empirically studies the behaviour of emerging and frontier stock markets against instability in the commodity and international financial… (more)

Subjects/Keywords: 332.64; Garch; Asymmetric; Cointegration; Crisis; Investors

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APA (6th Edition):

Al Mughairi, H. (2016). Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/13537 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.699285

Chicago Manual of Style (16th Edition):

Al Mughairi, Habiba. “Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets.” 2016. Doctoral Dissertation, Brunel University. Accessed May 22, 2019. http://bura.brunel.ac.uk/handle/2438/13537 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.699285.

MLA Handbook (7th Edition):

Al Mughairi, Habiba. “Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets.” 2016. Web. 22 May 2019.

Vancouver:

Al Mughairi H. Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets. [Internet] [Doctoral dissertation]. Brunel University; 2016. [cited 2019 May 22]. Available from: http://bura.brunel.ac.uk/handle/2438/13537 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.699285.

Council of Science Editors:

Al Mughairi H. Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets. [Doctoral Dissertation]. Brunel University; 2016. Available from: http://bura.brunel.ac.uk/handle/2438/13537 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.699285


Vanderbilt University

23. Guo, Zhengfeng. Three essays on nonlinear time series econometrics.

Degree: PhD, Economics, 2011, Vanderbilt University

 This dissertation is comprised of three chapters on time series econometrics. The first chapter investigates the asymptotic and finite sample properties of the lag selection… (more)

Subjects/Keywords: volatility; Lag selection; consistency; cointegration; cotrending; GARCH

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APA (6th Edition):

Guo, Z. (2011). Three essays on nonlinear time series econometrics. (Doctoral Dissertation). Vanderbilt University. Retrieved from http://etd.library.vanderbilt.edu//available/etd-05252011-223650/ ;

Chicago Manual of Style (16th Edition):

Guo, Zhengfeng. “Three essays on nonlinear time series econometrics.” 2011. Doctoral Dissertation, Vanderbilt University. Accessed May 22, 2019. http://etd.library.vanderbilt.edu//available/etd-05252011-223650/ ;.

MLA Handbook (7th Edition):

Guo, Zhengfeng. “Three essays on nonlinear time series econometrics.” 2011. Web. 22 May 2019.

Vancouver:

Guo Z. Three essays on nonlinear time series econometrics. [Internet] [Doctoral dissertation]. Vanderbilt University; 2011. [cited 2019 May 22]. Available from: http://etd.library.vanderbilt.edu//available/etd-05252011-223650/ ;.

Council of Science Editors:

Guo Z. Three essays on nonlinear time series econometrics. [Doctoral Dissertation]. Vanderbilt University; 2011. Available from: http://etd.library.vanderbilt.edu//available/etd-05252011-223650/ ;


Université Catholique de Louvain

24. Dispa, Hippolyte. Performance, risk profile and diversification potential of Islamic Equity Indices : a comprehensive study of the indices of the S&P BMI Shariah Series.

Degree: 2015, Université Catholique de Louvain

While the Muslim population worldwide account for more than a fifth of the total population, the level of assets under management in Islamic banks, despite… (more)

Subjects/Keywords: Islamic Finance; Equity; Indices; Shariah; Cointegration

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APA (6th Edition):

Dispa, H. (2015). Performance, risk profile and diversification potential of Islamic Equity Indices : a comprehensive study of the indices of the S&P BMI Shariah Series. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:2854

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dispa, Hippolyte. “Performance, risk profile and diversification potential of Islamic Equity Indices : a comprehensive study of the indices of the S&P BMI Shariah Series.” 2015. Thesis, Université Catholique de Louvain. Accessed May 22, 2019. http://hdl.handle.net/2078.1/thesis:2854.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dispa, Hippolyte. “Performance, risk profile and diversification potential of Islamic Equity Indices : a comprehensive study of the indices of the S&P BMI Shariah Series.” 2015. Web. 22 May 2019.

Vancouver:

Dispa H. Performance, risk profile and diversification potential of Islamic Equity Indices : a comprehensive study of the indices of the S&P BMI Shariah Series. [Internet] [Thesis]. Université Catholique de Louvain; 2015. [cited 2019 May 22]. Available from: http://hdl.handle.net/2078.1/thesis:2854.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dispa H. Performance, risk profile and diversification potential of Islamic Equity Indices : a comprehensive study of the indices of the S&P BMI Shariah Series. [Thesis]. Université Catholique de Louvain; 2015. Available from: http://hdl.handle.net/2078.1/thesis:2854

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Wollongong

25. Puspaningrum, Heni. Pairs trading using cointegration approach.

Degree: PhD, 2012, University of Wollongong

  Pairs trading strategy works by taking the arbitrage opportunity of temporary anomalies between prices of related assets which have long-run equilibrium. When such an… (more)

Subjects/Keywords: Pairs trading; Estar Model; Future Market; Cointegration

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APA (6th Edition):

Puspaningrum, H. (2012). Pairs trading using cointegration approach. (Doctoral Dissertation). University of Wollongong. Retrieved from ; http://ro.uow.edu.au/theses/3450

Chicago Manual of Style (16th Edition):

Puspaningrum, Heni. “Pairs trading using cointegration approach.” 2012. Doctoral Dissertation, University of Wollongong. Accessed May 22, 2019. ; http://ro.uow.edu.au/theses/3450.

MLA Handbook (7th Edition):

Puspaningrum, Heni. “Pairs trading using cointegration approach.” 2012. Web. 22 May 2019.

Vancouver:

Puspaningrum H. Pairs trading using cointegration approach. [Internet] [Doctoral dissertation]. University of Wollongong; 2012. [cited 2019 May 22]. Available from: ; http://ro.uow.edu.au/theses/3450.

Council of Science Editors:

Puspaningrum H. Pairs trading using cointegration approach. [Doctoral Dissertation]. University of Wollongong; 2012. Available from: ; http://ro.uow.edu.au/theses/3450


Uppsala University

26. Loodh, Dennis. An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading Approach.

Degree: Statistics, 2015, Uppsala University

  This paper assesses the aspect of market neutrality for a pairs trading strategy built on cointegration. This was conducted by evaluating the strategy?s performance… (more)

Subjects/Keywords: Market neutrality; cointegration; pairs trading; mean-reversion

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APA (6th Edition):

Loodh, D. (2015). An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading Approach. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254234

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Loodh, Dennis. “An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading Approach.” 2015. Thesis, Uppsala University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254234.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Loodh, Dennis. “An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading Approach.” 2015. Web. 22 May 2019.

Vancouver:

Loodh D. An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading Approach. [Internet] [Thesis]. Uppsala University; 2015. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254234.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Loodh D. An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading Approach. [Thesis]. Uppsala University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254234

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

27. Nilsson, Oscar. On Statistical Arbitrage: Cointegration and Vector Error-Correction in the Energy Sector.

Degree: Statistics, 2014, Uppsala University

  This paper provides methods to select pairs potentially profitable within the frame of statistical arbitrage. We employ a cointegration approach on pairwise combinations of… (more)

Subjects/Keywords: Mean-reversion; VAR; VECM; Impulse Response; Cointegration

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APA (6th Edition):

Nilsson, O. (2014). On Statistical Arbitrage: Cointegration and Vector Error-Correction in the Energy Sector. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226012

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nilsson, Oscar. “On Statistical Arbitrage: Cointegration and Vector Error-Correction in the Energy Sector.” 2014. Thesis, Uppsala University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226012.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nilsson, Oscar. “On Statistical Arbitrage: Cointegration and Vector Error-Correction in the Energy Sector.” 2014. Web. 22 May 2019.

Vancouver:

Nilsson O. On Statistical Arbitrage: Cointegration and Vector Error-Correction in the Energy Sector. [Internet] [Thesis]. Uppsala University; 2014. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226012.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nilsson O. On Statistical Arbitrage: Cointegration and Vector Error-Correction in the Energy Sector. [Thesis]. Uppsala University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226012

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Mid Sweden University

28. Nilsson, Mattias. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices.

Degree: Social Sciences, 2008, Mid Sweden University

  The oil market is arguably the most influential commodity market in the world, in that it has an effect on all economic variables in… (more)

Subjects/Keywords: Cointegration Oil Futures Market; Business studies; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nilsson, M. (2008). Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices. (Thesis). Mid Sweden University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nilsson, Mattias. “Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices.” 2008. Thesis, Mid Sweden University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nilsson, Mattias. “Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices.” 2008. Web. 22 May 2019.

Vancouver:

Nilsson M. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices. [Internet] [Thesis]. Mid Sweden University; 2008. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nilsson M. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices. [Thesis]. Mid Sweden University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

29. Fors, Alexander. Swedish Equities: Casanovas or commited Cointegrated partners.

Degree: Statistics, 2016, Uppsala University

  This thesis investigates the long-run stability of Cointegrated pairs in the Swedish Equity Market. Stability is evaluated by estimating pairs in an in-sample period… (more)

Subjects/Keywords: Cointegration; Stability; Mean Reversion; Pairs Trading

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fors, A. (2016). Swedish Equities: Casanovas or commited Cointegrated partners. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295814

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fors, Alexander. “Swedish Equities: Casanovas or commited Cointegrated partners.” 2016. Thesis, Uppsala University. Accessed May 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295814.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fors, Alexander. “Swedish Equities: Casanovas or commited Cointegrated partners.” 2016. Web. 22 May 2019.

Vancouver:

Fors A. Swedish Equities: Casanovas or commited Cointegrated partners. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 May 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295814.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fors A. Swedish Equities: Casanovas or commited Cointegrated partners. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295814

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Oklahoma State University

30. Lee, Yoonsuk. Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs.

Degree: Department of Agricultural Economics, 2009, Oklahoma State University

 Negotiated cash market prices and individual prices for AMAs formed a long-run equilibrium in bivariate and multivariate models for fed cattle and hogs. That is,… (more)

Subjects/Keywords: amas; cointegration tests; price discovery; stationarity tests

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lee, Y. (2009). Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/8328

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lee, Yoonsuk. “Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs.” 2009. Thesis, Oklahoma State University. Accessed May 22, 2019. http://hdl.handle.net/11244/8328.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lee, Yoonsuk. “Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs.” 2009. Web. 22 May 2019.

Vancouver:

Lee Y. Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs. [Internet] [Thesis]. Oklahoma State University; 2009. [cited 2019 May 22]. Available from: http://hdl.handle.net/11244/8328.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee Y. Relationships Among Prices Across Alternative Marketing Arrangements for Fed Cattle and Hogs. [Thesis]. Oklahoma State University; 2009. Available from: http://hdl.handle.net/11244/8328

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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