This is a preview. Log in through your library . Abstract This article shows how to transform residuals from regression on an arbitrary set of k regressors to a set of values having the same joint ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Stock price discreteness adds noise to price series. The noise increases return variances and adds negative serial correlation to return series. Standard variance and serial covariance estimators ...
Use the Commodity Data Portal to visualize and chart the prices of 68 commodities from four commodity asset classes: energy, agriculture, fertilizers, and metals. Share, export, and download data ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback