Stock_returns:
    * X consists of the Stock returns SH,HSI,TWI,N225 (Asia 4 -- 1:4)
    * Y consists of the Stock retuns FTSE,DAX,CAC (Europe 3 -- 5:7) --> Stock_7
    * Y consists of the Stock retuns FTSE,DAX,CAC,DJ,NAS (Europe & USA 5 -- 5:9) --> Stock_9
    * X -> Y
    * Our result 7: Y->X with epsilon = 0.000558 (-r 0.001)
    * Our result 9: Y->X with epsilon = 0.000257 (-r 0.001)
    * ==> Normalizing data to fit standard normal:
    * 7: Result: X->Y with epsilon = 0.000050
    * 9: Result: X->Y with epsilon = 0.000532
