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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).
Q. Explain working of TTL NAND gate? The TTL logic family uses only transistors instead of a combination of transistors and diodes. TTL has the same high and low ranges as DTL.
Q. How can a JFET be used as a voltage controlled resistor. Explain from drain characteristics? The region to the left of the pinch off locus is referred to as the ohmic region
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Bad Workmanship Bad workmanship contributes importantly towards increasing distribution losses. Efforts should, thus, be made to have the best probable workmanship. In this co
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any Boolean function can be realized using multiplexer.(true/false).
(a) Show the equivalent NOR realizations of the basic NOT, OR, and AND gates. (b) Show the equivalent NAND realization of the basic NOT, AND, and OR gates.
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