On Stock Market Integration: Granger Causality Between Major Indices

Simple item page
dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.advisorIlmonen, Pauliina
dc.contributor.authorSimola, Henri
dc.contributor.schoolPerustieteiden korkeakoulufi
dc.contributor.supervisorHollanti, Camilla
dc.date.accessioned2016-10-11T09:14:12Z
dc.date.available2016-10-11T09:14:12Z
dc.date.issued2016-08-26
dc.format.extent28
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/22675
dc.identifier.urnURN:NBN:fi:aalto-201610114718
dc.language.isoenen
dc.programmeTeknillinen fysiikka ja matematiikka TFMfi
dc.programme.majorMatematiikka ja systeemitieteetfi
dc.programme.mcodeSCI3029fi
dc.subject.keywordgranger causalityen
dc.subject.keywordfinancial integrationen
dc.subject.keywordstock market integrationen
dc.subject.keywordcointegrationen
dc.subject.keywordautoregressive modelen
dc.titleOn Stock Market Integration: Granger Causality Between Major Indicesen
dc.typeG1 Kandidaatintyöfi
dc.type.dcmitypetexten
dc.type.ontasotBachelor's thesisen
dc.type.ontasotKandidaatintyöfi

Files

Collections

[kand] Perustieteiden korkeakoulu / SCI