Niccolò Ghionzoli

Last seen: 2년 초과 전 | 2022년부터 활동

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1-step ahead forecast VECM
Hi to everybody! Do you know how to do 1-step ahead forecasts in VAR or in VEC models? Please find below an example I am tryin...

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Information Criteria function and Johansen Cointegration tests with dummies and exogenous variable
Hi to everybody! I would like to ask you whether or not there exist some function in MATLAB for information criteria which allo...

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vecm model for high frequency trading
Good morning, I am a student and I have to analyse a dataset based on LOBSTER data, Microsoft level 5, 21st June 2012. I hope th...

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