Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
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).
force and torque in magnetic field system
Q. Show Basic Construction of MOSFET? The basic construction of the n-channel depletion-type MOSFET is provided in Figure. A slab of p-type material is formed from a silicon
Q. What is thermal runaway? State one method to prevent the same? The effect of changes in leakage current (ICO) and current gain(b) on the dc bias point is given by the equat
Q. What are the advantages and disadvantages of a R-C coupled amplifier. Advantages · It has excellent frequency response. The gain is constant over the audio frequency ra
Name the flag bits available in 8085 microprocessors. The 8085 microprocessor has five flags to show five different types of data conditions .they are zero(Z),carry(CY),Sig
Question : a) Embedded Systems will be Hard Real-Time Systems, Soft Real-Time Systems and Hybrid Real-Time Systems. Briefly explain all three types of Real-Time Systems, using
What are Shift Registers - Sequential Logic Circuit? The Shift registers are a type of sequential logic circuit that mainly for storage of digital data and they are a group of
A Zener diode has the specifications VZ=6.8V and PDmax.=500mW. Assume RZ=0. (a) Find the maximum allowable current iZ when the Zener diode is acting as a regulator. (b) If a sing
What is Ideal and Real Sources?
# complete working of thermal transducers
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd