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Paper / 2014SMQ / 4025570381128
Dependency structure and scaling properties of financial time series are related
Aste, Tomaso / Di Matteo, T. / Morales, Raffaello
time seriesResource overview

Dependency structure and scaling properties of financial time series are related

Paper2014

by Aste, Tomaso, Di Matteo, T., Morales, Raffaello

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time series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

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  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

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  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

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