1. Cointegration
2. Vector Autoregressive Model
3. Impulse-response Function
4. Volatility Modeling with asymmetric GARCH Models(exponential and threshold)
5. News Impact Curve
1. Cointegration
2. Vector Autoregressive Model
3. Impulse-response Function
4. Volatility Modeling with asymmetric GARCH Models(exponential and threshold)
5. News Impact Curve