Diss. Stockholm : Handelshögsk.

Thesis (Ph. D.)--Michigan State University. Dept. of Counseling, Educational Psychology and Special Education, 1998. / Title from PDF t.p. (viewed on July 2, 2009) Includes bibliographical references (p. 148-149). Also issued in print.

published_or_final_version / abstract / Statistics and Actuarial Science / Master / Master of Philosophy

No description available.

by May So-Ching Lam. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 87-88). / Abstracts in English and Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- The importance of Vector Time Series Analysis --- p.1 / Chapter 1.2 --- Objective --- p.3 / Chapter Chapter 2 --- Vector Autoregressive Models --- p.5 / Chapter 2.1 --- The VAR(p) models --- p.5 / Chapter 2.2 --- Least square estimation method --- p.7 / Chapter 2.3 --- VAR forecast --- p.9 / Chapter Chapter 3 --- Model Selection Criteria --- p.12 / Chapter 3.1 --- VAR order selection methods --- p.12 / Chapter 3.2 --- Hsiao's sequential method --- p.17 / Chapter 3.2.1 --- Two variables case --- p.19 / Chapter 3.2.2 --- Three variables case --- p.24 / Chapter Chapter 4 --- Illustrative Examples --- p.32 / Chapter Chapter 5 --- A Simulation Study --- p.37 / Chapter 5.1 --- Designs of experiments --- p.37 / Chapter 5.2 --- Simulation results --- p.47 / Chapter Chapter 6 --- Summary --- p.53 / Tables --- p.55 / References --- p.87

The relationship between the stock markets of the developed countries has been examined extensively in the literature. This paper examine the dynamic relationship between India and the major developed markets including USA, UK and Japan .Using daily stock market data from January 1997 to December 2002 and from January 2003 to December 2007,the study examine the stock price indices of India (BSE SENSEX), USA (Dow Jones Industrial Average), UK(FTSE-100) and Japan (Nikkei 225). The ordinary least square method is showing some relationship between the stock markets. A multiple equation series known as a vector autoregression is proposed for describing the dynamic behavior of the four stock markets. The result shows that the markets are interrelated at significant level and influences each other. All the markets influence India but recently the influence of USA market is comparatively high than other developed markets.

Thesis (Ph. D.)--University of California, San Diego, 2001. / Vita. Includes bibliographical references (leaves 116-120).

Thesis (M. Phil.)--University of Hong Kong, 2007. / Also available in print.

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: robust; CUSUM test; SETAR; nonlinearity. Includes bibliographical references (p. 79-82 ).

Thesis (Ph. D.)--University of Chicago, Graduate School of Business, March 2001. / Includes bibliographical references. Also available on the Internet.