STAT244.Lecture.03 2

STAT244.Lecture.03 2 - I Diurnal patterns. I Price...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Kay References: Engle+Russell (1998); Tsay (Ch 5). Data characteristics: I Irregular temporal spacing.
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: I Diurnal patterns. I Price discretness. I Long lived dependence....
View Full Document

This note was uploaded on 10/16/2010 for the course STAT 244 taught by Professor Dr.velu during the Summer '10 term at Stanford.

Ask a homework question - tutors are online