机器学习 A_Brief_Time_Series_Analysis_of_German_Bund_Term_Structure_of_Interest_Rate 返回
项目作者： Hainexx

项目描述 ：
Testing the hyphotesis of cointegration of two term structures through Dickey-Fuller tests and Engle-Granger causality. Finally I exploit the VECM to infer the model and through the Cholesky decomposition I analyze SIRF and FEVD
高级语言： TeX
项目地址: git://github.com/Hainexx/A_Brief_Time_Series_Analysis_of_German_Bund_Term_Structure_of_Interest_Rate.git


Johansen_1648984431272.pdf
Untitled_1648984431377.pdf
Vecm_entire_1648984431507.pdf
gr1_1648984431617.pdf
sirf_m12_m1_1648984431683.pdf
sirf_m1_m12_1648984431763.pdf
vevd_1648984431799.pdf
mattarella_time_series_project_8_12_2020_1648984430898.pdf
BIC_1648984431037.pdf
Engle_Granger_1648984431105.pdf
Estimated VECM_1648984431193.pdf