Open AccessGauging Stock Price Volatility during the Financial Crisis using a Multivariate Cointegration Analysis
Author(s) -
Ahmad Zainuri,
Tuan Nadiah Tuan Razilah
Publication year - 2019
Language(s) - English
Resource type - Conference proceedings
DOI - 10.5220/0009327005850590
Subject(s) - cointegration , multivariate statistics , stock (firearms) , financial crisis , volatility (finance) , econometrics , stock price , economics , financial economics , business , computer science , macroeconomics , engineering , series (stratigraphy) , geology , machine learning , mechanical engineering , paleontology