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TAIR相關學術產出;題名:ACointegrationTestforMarketEfficiently;作者:賴松鐘;貢獻者:財管系;日期:1990-10.,2020年1月28日—Thetestfollowstheverysimpleintuitionthatifvariablesarecointegrated,thentheresidualofthecointegratingregressionshouldbe ...,2018年5...
Cointegration
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Cointegrationisastatisticalpropertyofacollectionoftimeseriesvariables.First,alloftheseriesmustbeintegratedoforderd(seeOrderof ...
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