Documents Arch and Garch

ARCH and GARCH Estimation Dr. Chen, Jo-Hui The types of serial correlation discussed so far refer only to the error term ut. In AR(p) we postulated that ut depends linearly…

Documents ARCH and GARCH

ARCH and GARCH Estimation Dr. Chen, Jo-Hui The types of serial correlation discussed so far refer only to the error term ut. In AR(p) we postulated that ut depends linearly…

Documents DATA MINING ON TIME SERIES:

1.DATA MINING ON TIME SERIES: AN ILLUSTRATION USING FAST-FOOD RESTAURANT FRANCHISE DATABy Lon-Mu Liu(*) Siddhartha Bhattacharyya Stanley L. ScloveRong ChenDepartment of Information…