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A Pilot Study of Module Interconnectedness
(North Dakota State University, 2010)
Complexity plays an important role in understanding and working with a
program, and has been measured in many different ways for software applications. The
use of statistical analysis is one of the ways to predict the ...
Robust Tests for Cointegration with Application to Statistical Arbitrage Trading Strategies
(North Dakota State University, 2010)
This study proposes two new cointegration tests that employ rank-based and least absolute
deviation techniques to create a robust version of the Engle-Granger cointegration test.
Critical values are generated through a ...