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Question
Convert daily prices to monthly returns
Hi Matlab Users, I have a time series of daily prices. I want to get prices for the first and the last trading day of a mont...
11 years ago | 1 answer | 0
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Engle-Granger Test for Stock Prices
Dear all, I tried to run an Engle-Granger Test for the returns of BMW, DAIMLER, and VW. The prices look very cointegrated bu...
11 years ago | 0 answers | 0
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