✦ LIBER ✦

AUTOCORRELATION IN MARKET MODEL RESIDUALS

✍ Scribed by Ronald E. Copley; Philip L. Cooley; Rodney L. Roenfeldt

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sample autocorrelation learning in a cap

✍ Klaus Pötzelberger; Leopold Sögner 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Testing for residual autocorrelation in

✍ Philip Hans Franses 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 85 KB

On residuals and their autocorrelations

✍ David A. Pierce 📂 Article 📅 1971 🏛 John Wiley and Sons 🌐 English ⚖ 216 KB

Activity autocorrelation in financial ma

✍ L. Palatella; J. Perelló; M. Montero; J. Masoliver 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 267 KB

Cross-autocorrelation in Asian stock mar

✍ Eric C. Chang; Grant R. McQueen; J.Michael Pinegar 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 123 KB

DIAGNOSTIC CHECKING ARMA TIME SERIES MOD

✍ A. I. McLeod; W. K. Li 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB