1 Consider the following price process given by the series pt. The dynamics of the process are...

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1 Consider the following price process given by the series pt. The dynamics of the process are given by pt = pt−1 + et or, equivalently, by Δpt = et.

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Financial Economics And Econometrics

ISBN: 9781032070179

1st Edition

Authors: Nikiforos T. Laopodis

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Question Posted: Oct 26, 2024 08:00 AM

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1 Consider the following price process given by the series pt. The dynamics of the process are given by pt = pt1 + et or, equivalently, by pt = et.
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1 Consider the following price process given by the series pt. The dynamics of the process are...

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Financial Economics And Econometrics

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