This is a preview. Log in through your library . Abstract Cointegration analyses of macroeconomic time series are often not based on fully specified theoretical models. We use a theoretical model to ...
Many economic models imply that ratios, simple differences, or "spreads" of variables are I(0). In these models, cointegrating vectors are composed of 1's, 0's, and -1's and contain no unknown ...
NEW YORK--(BUSINESS WIRE)--Quantitative Brokers, a fixed-income algorithmic executing broker, released a cointegration model for clients trading Eurodollar futures using its Bolt and Strobe algorithms ...
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