Ebook Essentials of time series for financial applications: Part 1

Part 1 of ebook "Essentials of time series for financial applications" provides readers with contents including: Chapter 1 - Linear regression model; Chapter 2 - Autoregressive moving average (ARMA) models and their practical applications; Chapter 3 - Vector autoregressive moving average (VARMA) models; Chapter 4 - Unit roots and cointegration; Chapter 5 - Single-factor conditionally heteroskedastic models, ARCH and GARCH;...