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Quantitative Research Method in Finance

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Quantitative Research Method in Finance

Quantitative Research Method in Finance.Your data should be monthly observations from 01/1987 to 12/2012 ( Close Column) A) Test for the stationarity of the FTSE100 and Nikkei225 and comment on the results. Find at what level they become stationary. B) Test for linear correlation in the stock returns of the FTSE100 and Nikkei225. C) Test for nonlinear correlation in stock returns of the FTSE100 and Nikkei225. The answer must be by Eviews 6.


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  • Title: Quantitative Research Method in Finance
  • Price: £ 129
  • Post Date: 2018-11-10T09:45:49+00:00
  • Category: Assignment
  • No Plagiarism Guarantee
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