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Econometrics / Economy of Ukraine / Cointegration / Johansen test / PFTS index / Error correction model / Vector autoregression / Swiss Market Index / PFTS Ukraine Stock Exchange / Statistics / Time series analysis / Mathematical finance


Microsoft Word - V_1_07_Art_45_MMOTI_Emmenegger Bardadym Golikova
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Document Date: 2014-04-07 06:27:18

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City

Evanston / Moscow / Friburg / Kyiv / Sevastopol / Oxford / /

Company

Princeton University Press / PFTS Ukraine Stock Exchange / North-Holland Publishing Company / /

Country

Switzerland / Russia / Liechtenstein / Ukraine / /

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Facility

V.M. Glushkov Institute of Cybernetics / Sevastopol National Technical University / University of Friburg / /

IndustryTerm

oil market / oil / software packages / /

MarketIndex

PFTS / SPI / Swiss Performance / SMI 20 / RTS / /

Organization

Institute of Cybernetics of the NAS of Ukraine / Princeton University / Swiss National Scientific Foundation / University of Friburg / Sevastopol National Technical University / /

Person

J. Yule / /

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ProvinceOrState

New Jersey / /

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