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Author:Simola, Henri
Title:On Stock Market Integration: Granger Causality Between Major Indices
Publication type:Bachelor's thesis
Publication year:2016
Pages:28      Language:   eng
Department/School:Perustieteiden korkeakoulu
Degree programme:Teknillisen fysiikan ja matematiikan koulutusohjelma
Main subject:Matematiikka ja systeemitieteet   (SCI3029)
Supervisor:Hollanti, Camilla
Instructor:Ilmonen, Pauliina
Electronic version URL: http://urn.fi/URN:NBN:fi:aalto-201610114718
Location:  
Keywords:granger causality
financial integration
stock market integration
cointegration
autoregressive model
ED:2016-10-16
INSSI record number: 54588
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