Usamos una cookie opcional para acreditar al embajador estudiantil que te recomendó. Las analíticas no usan cookies.
Multivariate Time Series and Volatility — Econometría — Kynotic Academy
Cap. 22
Multivariate Time Series and Volatility
16 min
Economic variables rarely move alone. A shock to interest rates affects output, employment, and inflation all at once. This chapter shows how to model these connected movements and how to measure the changing risk in financial markets.