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Financial Markets and the Phase Transition between Water and Steam
Christof Schmidhuber
time seriesResource overview

Financial Markets and the Phase Transition between Water and Steam

Paper2021

by Christof Schmidhuber

Tags
time series

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

Before you read

  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.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

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