Co-integration Analysis: Modelling Spot and Futures Prices 
Co-integration Analysis: Modelling Spot and Futures Prices
by Reading / Chris Brooks
Video Lecture 22 of 22
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Date Added: January 5, 2017

Lecture Description

The twenty-first and final lecture discusses an application of co-integration analysis to modelling the relationship between spot and futures prices, linking in particular with pages 380-386 of the third edition of the book.

This is the twenty-second and final lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at:
www.cambridge.org/brooks3e

Course Index

Course Description

This course comprises 22 videos to accompany the book “Introductory Econometrics for Finance.” The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject.

You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e

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