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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).
please give the source coding of fast decoupled method
Power Spectral Density: To introduce the Power Spectral Density (PSD) of a random signal. To study classical methods for PSD estimation. To investigate model-based
Hi there i just asked for question and answer for 5 chapter and i just receive some of them in word the rest are in apiece of paper which is unprofessional could you please have l
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