VAR analysis
Posted: Mon Jul 25, 2011 1:48 pm
hi
I've run a VAR model to find the correlation between two stock market returns. Now I need to find the standard deviation of this correlation coefficient, but how?
Any help would be much appreciated as I am new to this:)
I've run a VAR model to find the correlation between two stock market returns. Now I need to find the standard deviation of this correlation coefficient, but how?
Any help would be much appreciated as I am new to this:)