Modeling Financial Time Series

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    Modeling Financial Time Series

    MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Peter Kempthorne This is the first of three lectures introducing the topic of time series analysis, describing stochastic processes by applying regression...

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    Tags: time series,stationarity,Wold representation theorem,autoregressive and moving average models,acc...