On Stock Market Integration: Granger Causality Between Major Indices
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Perustieteiden korkeakoulu |
Bachelor's thesis
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Authors
Date
2016-08-26
Department
Major/Subject
Matematiikka ja systeemitieteet
Mcode
SCI3029
Degree programme
Teknillinen fysiikka ja matematiikka TFM
Language
en
Pages
28
Series
Description
Supervisor
Hollanti, CamillaThesis advisor
Ilmonen, PauliinaKeywords
granger causality, financial integration, stock market integration, cointegration, autoregressive model