Browsing School of Pure and Applied Sciences by Author "Aduda, Jane"
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A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices
Aduda, Jane; Weke, Patrick; Ngare, Philip (Scientific Research Publishing, 2018)The co-evolution and co-movement of financial time series are of utmost importance in contemporary finance, especially when considering the joint behaviour of asset price realizations. The ability to model interdependencies ...