... Vector ARMA Models, N/A, 2011; Soren Johansen, Cointegration in the VAR Model, ... Econometrics: Some Theory and Applications, N/A, 2011; Monica Paiella, 7. ... Crack spread hedging: accounting for time-varying volatility spillovers in the ... and EGARCH Models, Economic and Financial Modelling with EViews, 2018 .... by NEBA YANI · 2016 — Johansen-Juselius cointegration test and Vector Error Correction Model (VECM) are applied to examine the ... 1.1.1.4 Indonesia Stock Market.
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