Update the time series of AMEX and SP500 returns in Section 5.2. Compute their autocorrelation functions and

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Update the time series of AMEX and SP500 returns in Section 5.2. Compute their autocorrelation functions and analyze how different or similar they are to those in Figure 5.6.

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:15 AM

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Update the time series of AMEX and SP500 returns in Section 5.2. Compute their autocorrelation functions and

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We update the two datasets for the AMEX returns the sample runs from December 27 1995 to J...View the full answer

Forecasting for Economics and Business

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