'time series analysis' related content
Members matching 'time series analysis':
Products matching 'time series analysis':
Editorial content matching 'time series analysis'
Content with tags matching 'time series analysis':
511 days ago - q-fin updates on arXiv.org
In this paper, we show how the sampling properties of the Hurst exponent
methods of estimation change with the presence of heavy tails. We run extensive
Monte Carlo simulation...
512 days ago - Portfolio Probe
Why returns have a stable distribution As “A tale of two returns” points out, the log return of a long period of time is the sum of the log returns of the shorter ...
517 days ago - #rstats - Twitter Search
#rstats AutoCorrelation & AR Model (Iram Hassan) http://t.co/9gb08KFz
520 days ago - Twitter Search > Quant
Autoregressive conditional heteroskedasticity. Pass the caffeine. #CFA #Quant
520 days ago - #quant - Twitter Search
Autoregressive conditional heteroskedasticity. Pass the caffeine. #CFA #Quant