Search found 6 matches

by Abhinav Sisodia
Sat Sep 01, 2012 8:00 am
Forum: Volume I
Topic: Cointegration: allocation of weight
Replies: 9
Views: 6250

Re: Cointegration: allocation of weight

Hello Professor, Thanks for helping me and solving all my doubts. Professor, If am wrong please correct me. For finding cointegration between two things we run E&G test. In E&G test first we perform the cointegration regression and save the residuals of that regression and at last run auxili...
by Abhinav Sisodia
Wed Aug 29, 2012 6:10 am
Forum: Volume I
Topic: Cointegration: allocation of weight
Replies: 9
Views: 6250

Re: Cointegration: allocation of weight

I get it professor. Thank you very much.
by Abhinav Sisodia
Tue Aug 28, 2012 9:20 am
Forum: Volume I
Topic: Cointegration: allocation of weight
Replies: 9
Views: 6250

Re: Cointegration: allocation of weight

Professor, will you please explain the meaning of "normalize the coefficient estimates so that they sum to 1". I am not getting what does it mean. How can we normalize the coefficient is there any method or what?

Sorry, for asking this stupid question. Please help me mam.
by Abhinav Sisodia
Mon Aug 27, 2012 10:10 am
Forum: Volume I
Topic: Cointegration: allocation of weight
Replies: 9
Views: 6250

Re: Cointegration: allocation of weight

Once again thanks and i have gotten your mail.
by Abhinav Sisodia
Sun Aug 26, 2012 2:46 pm
Forum: Volume I
Topic: Cointegration: allocation of weight
Replies: 9
Views: 6250

Re: Cointegration: allocation of weight

Thank you very much professor.
But will you please help me how can i read your Vol. 2.
by Abhinav Sisodia
Sat Aug 25, 2012 6:43 am
Forum: Volume I
Topic: Cointegration: allocation of weight
Replies: 9
Views: 6250

Cointegration: allocation of weight

Hi Professor, I have read your papers. They are very useful for me as i am working on cointegration optimization process. Thanks for uploading them mam. Professor, I am facing problem in weight allocation with the help of regression. Will you please tell me how can we allocate weights in index track...

Go to advanced search