Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Net Connectedness"'
Autor:
Berglund, Alice, Törnqvist, Max
The aim of this thesis is to conduct a nuanced investigation of connectedness in the global futures market across time and market conditions through a Quantile Vector Autoregression (QVAR) model. Later, a linear regression is utilized to identify det
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-204176
