Time Series Analysis (2016 Spring)

Literature

Lecture notes

Data sets

Data sets can be retrieved from

Lab Exercises

Please send your solutions to me before the due day.

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15 thoughts on “Time Series Analysis (2016 Spring)”

  1. Dear professor Li:
    we will choose the Long-Memory Stochastic Volatility Model as our presentation content.

  2. Dear professor Li:
    we will choose the component GARCH (CGARCH) model as our presentation content.

  3. Dear professor Li:
    we will choose the threshold GARCH (CGARCH) model as our presentation content.

  4. Dear professor Li:
    we will choose the Stochastic Volatility Model as our presentation content.

  5. Dear professor Li:
    we will choose the stochastic volatility (SV) model as our presentation content.

  6. Dear professor Li:
    we will choose the threshold GARCH (TGARCH) model as our presentation content.

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