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S/F/26. Testing for co-integration & Developing ARCH model for 5 FTSE100 stocks
- WORDS:
- 3000
- DATE:
- 2004
- PRICE:
- 39.99 GBP
This assignment investigates 5 financial stocks (Abbey, Barclays, HSBC, Lloyds, and RBS) from FTSE100 family. The aim is to test for cointegration, explore distributional properties of their return pattern, testing for ARCH effects and developing appropriate ARCH model.
KEYWORDS: f, testing, co-integration, developing, arch, model, ftse, stocks,
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