Commodities and Equities : A Market of One ?.
B. Buyukahin
Bok Engelsk 2008 · Electronic books.
| Omfang | 1 online resource (78 pages)
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| Utgave | 1st ed.
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| Opplysninger | Intro -- COMMODITIES AND EQUITIES:A "MARKET OF ONE"? -- CONTENTS -- PREFACE -- INTRODUCTION -- DATA AND DESCRIPTIVESTATISTICS -- 2.1. Returns Data -- 2.2. Returns on Equity and Commodity Indices:Summary Statistics -- 2.3. Simple Cross-Asset Correlations: Returnsand Return Volatilities -- 2.4. Returns on Specific Categories of Commodities -- 2.4.1. Summary Statistics -- 2.4.2. Simple Correlations -- SHORT-TERM CO-MOVEMENTS -- 3.1. Methodology -- 3.2. Equities and Commodities -- 3.3. Commodity Sub-Indices -- LONG-TERM CO-MOVEMENTS -- 4.1. Cointegration Analysis -- 4.2. Recursive Cointegration Analysis -- EXTREME EVENTS -- 5.1. Summary Statistics -- 5.2. Extreme Correlation Analysis -- CONCLUSION -- APPENDIX:SUPPLEMENTAL DATA -- REFERENCES -- INDEX.
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 9781617286698
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| ISBN(galt) |
