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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).
what is FPGA ..
Define addressing modes of 8085. a) Immediate addressing b) Register addressing c) Direct addressing d) Indirect addressing e) Implicit addressing
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if contents of accumulator are all one''s then result would be zero so Z flag should be affected and same if all zero''s.....but here it is written that no flags is affected...
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list the key parameters to describe the ideal operational amplifier
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