bound for number of
standard deviations returns have to drop below expected in order...studies Maechler et al. (2007) and de Nicolo (2000) adopted similar strategies in...
diagnostics,
instruments are optimised and the intensity of measures is calibrated in
order...directed at increasing the
transparency of information provided to...
Before applying the Johansen procedure one should consider the stationarity and order...Before cointegration testing it is necessary to estimate a VAR model in...
