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Presentations at an Academic or Professional conference (2000)

Co-intégration en finance – Partie I : Intégration , Partie II : Cointégration

In the first seminar, unit root autoregressive time series and unit root tests were presented with extension for a unit root allowing the possibility of a one-time structural change in the trend function. In the second seminar, cointegration tests are presented, including structural breaks.

INDJEHAGOPIAN, J.P. (2000). Co-intégration en finance - Partie I : Intégration , Partie II : Cointégration.