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- Tue Nov 08, 2016 6:49 am
- Forum: Econometric Discussions
- Topic: VAR-GARCH Times series
- Replies: 1
- Views: 2671
VAR-GARCH Times series
Hello everyone, I'm a finance student and I'm currently writing my thesis on CDS-Bonds basis relationship on 5 countries (2011-2016). The first step of my analysis was the cointegration test and price discovery. I've done all the test and my teacher was happy with the results. Now he suggested me to...