Back to Results
First PageMeta Content
Statistical tests / Mathematical finance / Statistical inference / Cointegration / Resampling / Bootstrapping / Unit root / Dickey–Fuller test / Johansen test / Statistics / Time series analysis / Econometrics


Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Fina
Add to Reading List

Document Date: 2011-04-11 11:55:19

Open Document

File Size: 458,65 KB

Share Result on Facebook

Company

Economics Discussion Series / /

Country

United States / /

/

Holiday

Assumption / /

IndustryTerm

finance / important tools / /

MarketIndex

VIX / /

Organization

Federal Reserve Board / US Federal Reserve / Board of Governors / /

Person

Aaron L. Game / /

Position

author / Governor / /

Product

Pentax K-x Digital Camera / /

PublishedMedium

Politis / /

Technology

simulation / /

SocialTag