Open AccessComparison of vector autoregressive (VAR) and vector error correction models (VECM) for index of ASEAN stock price
Author(s) -
Agus Suharsono,
Auliya Aziza,
Wara Pramesti
Publication year - 2017
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.5016666
Subject(s) - error correction model , vector autoregression , autoregressive model , econometrics , index (typography) , cointegration , stock (firearms) , economics , computer science , engineering , mechanical engineering , world wide web
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom