You have to consider at least 3 assets (equity or stock index or FX or commodity), determine their returns, and model them with the best appropriate VAR model, forecast 1 day ahead, 5 day ahead and 15 days ahead as well as diagnostic test.
Reconsider assets used in project 4 and model their relations with a VECM model by using 2 step-approach as well as Johansen approach.
İşin Yapılacağı Konum: ONLINE
Görevin Başlangıç Tarihi: 14-01-2023
Görevin Bitiş Tarihi: 15-01-2023
Kategori: Yazılım