A Study Of Relationship BetweenudCommodity Price And Stock PriceudUsing Ms-Var And Ms-Vecm Models

摘要

Siri masa kewangan dan ekonomi sentiasa menunjukkan kelakuan tidakudpegun seperti ketidakseimbangan dan pertukaran rejim. Pertukaran data dan dataudlompat adalah kebiasaan dalam model siri masa. ududFinancial and economic time series always show nonlinear properties such asudasymmetry and regime switching. Structural change as well as break is often reportedudin the series.