Programming the statistical procedures from SAS

Proc Calis procedure suitable for volatility analysis

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Proc Calis procedure suitable for volatility analysis

Dear all:

I am interested in running Granger causality tests using Proc calis proceudre for the three volatility variables pertaining to three related financial securities.

My objective is to determine which one leads the volatility process. (leaders and determining followers)

Is Proc Calis a suitable procedure for what I am trying to achieve in the context of volatility, related securities and determining volatility leadership?

Yours Sincerely,

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