1 On A Dollar Bar Series On E Mini S P 500 Futures A Apply The Brown Durbin Evans Me 2664118
1. On a dollar bar series on E-mini S&P 500 futures, (a) Apply the Brown-Durbin-Evans method. Does it recognize the dot-com bubble? (b) Apply the Chu–White method. Does it find a bubble in 2007– 2008? 2. On a dollar bar series on E-mini S&P 500 futures, (a) Compute the SDFC (Chow-type) explosiveness test. What break […]