STAT244.Lecture.03 3

STAT244.Lecture.03 3 - Irregular Temporal Spacing fixed intervals(Wide VS Narrow Interpolation will introduce spurious correlations due to

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Unformatted text preview: Irregular Temporal Spacing: fixed intervals (Wide VS Narrow). Interpolation will introduce spurious correlations due to non-synchronous trading. ...
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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.

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