Browsing Statistics Masters Papers by Title
Now showing items 21-22 of 22
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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 ... -
Rutin Extraction and Content in Buckwheat (Fagopyrum esculentum) Bran-Fortified Pasta
(North Dakota State University, 2019)The objectives of this study were to optimize extraction of rutin from buckwheat bran and buckwheat bran-fortified spaghetti and to determine the stability of rutin during spaghetti production and preparation. Aqueous ...