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1) Use plot of the stock return and consider the Autocorrelation Function to determine the auto-regressive structure of the data and explain why you think the return is stationary.
2) Use the information in (1) to estimate a univariate auto-regressive (AR) model of the return series (at the minimum estimate an AR(1) or AR(2) model).
3) Save the residuals from the model in (1) and use their square to run an auxiliary regression to test for ARCH.
4) Re-estimate the time series model either correcting for ARCH (using the GLS method in the lectures) or by augmenting the model by one or two dummy variables to correct for non-normality (any large shocks in the stock return).
Explain the term Industry Standard Architecture Bus. The Industry Standard Architecture, bus has been approximately since the very start of the IBM-compatible personal computer
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function of bomb calorimeter
Aggregate Technical and Commercial Loss It is unfortunate in that addition to T&D losses, there is also a loss in revenue because of non-realisation of billed demand which lea
explain the details of varnier type potentiometer
8086 is having 2 dissimilar units i.e. BIU(Bus Interface Unit) and EU(Execution Unit), these two units work synchronously.
Q. Write short note on storage oscilloscopes. Sol. Storage Oscilloscope: The bistable storage tube is between two to ten times slower than a comparable variable persistence
Q. If the line of Problem 15.1.3 is made of copper whose resistivity ρ = 1.72×10 -8 ·m, determine the maximum length that can be used if losses are not to exceed 3 dB when f = 3
bias compensation techniques for ac and dc characteristics
In the magnetic circuit shown in Figure (a) the coil of 500 turns carries a current of 4 A. The air-gap lengths are g 1 = g 2 = 0.25 cm and g 3 = 0.4 cm. The cross-sectional are
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