我刚刚开始自学时间序列,申请一个intern的时候遇到下列问题,麻烦请版上的大牛们
指点一二,感激不尽:
怎么判断一个time series是在follow 一个ARMA过程的?
用5种automated strategy?
Give a description of a possible strategy to be long volatility in trading
only the stock.
What kind of asset is usually modelled by a GARCH process ? Give a brief
description.