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Ftse Search result for 'Ftse':
Paper Excerpts: ... FTSE 100 When the FTSE 100 was specified as the dependent variable in the OLS model, the following data characteristics were GARCH Results FTSE 100 In order to further understand and model volatility in relation to the OLS model and the specification of the FTSE Unit Root Tests: FTSE 100 As the FTSE futures were found to represent a means of optimal effective hedging, unit root tests were used to further findings on the FTSE indices. It is important to distinguish stationary processes from unit root processes, for the indicates that the time lag (i.e., LAG1) associated with the FTSE 100 has no effect on the monthly FTSE 100 index. The ...
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