Lectures for Part II: Time Series Models in Finance
Lectures for Part II: Time Series Models in Finance
Lectures for Part II: Time Series Models in Finance
SHOW LESS
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Sample ACF <strong>for</strong> Squares of SV (1000 reps)<br />
(c) SV Model, n=10000<br />
0.0 0.01 0.02 0.03 0.04<br />
0.0 0.05 0.10 0.15<br />
(d) SV Model, n=100000<br />
MaPhySto Workshop 9/04<br />
102
Change language