Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints
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Updated
Apr 12, 2017 - R
Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints
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Machine learning applications in Finance.
pair trading(stat arb), July 2017
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A repository to explore the concepts of applied econometrics in the context of financial time-series.
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Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates
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