Lecture 5: Multivariate Models Financial Time Series‚ Spring 2015 MQF at Rutgers University Heng Sun February 24‚ 2015 1/46 Today’s Topics Vector time series basics VARMA(p‚q) Cointegration References Ruey Tsay‚ Analysis of Financial Time Series‚ Chp 8 Ruey Tsay‚ Multivariate Time Series Analysis 2/46 Vector Time Series Each observation at time t r1t r2t rt = . .. is a column vector in Rk T = [r1t ‚ r2t ‚ · · · ‚ rkt ] rkt Example of vectors of different time series
Premium Time series analysis Time series Econometrics
answer the questions that follow in Part A and Part B. PART A – THE COMPANY (8 x 1 = 8 marks) Question 1 Describe the company’s principal operating activities. Ans: Blackmores Limited manufactures & develops health products. [Ref: Blackmores AR Report August 2010‚ Page 2] Question 2 An auditing firm will have received remuneration for their services. What services did the auditing firm provide for this company in 2010? Ans: The auditing firm‚ DELOITTE TOUCHE TOHMATSU‚ audited the
Premium Balance sheet
Drum gives a break out of the ones to watch. Augmented reality (AR) The rapid development of AR has seen it move from ‘gimmicky’ towards being an increasingly important part of the media mix. Brands see it as a potential new revenue stream given its ability to bridge traditional and new media channels and bring static‚ print or outdoor media to life in a way that can be measured using the accountability of the web. Mobile-based AR platform Aurasma‚ which claims 10‚000 partners and 4m downloads
Premium Mobile device Human Personal digital assistant
next to your answer. The active compound in cigarette smoke that causes lung cancer is (1) A carbon dioxide B carbon monoxide C nicotine D tar (ii) One part of cigarette smoke acts on receptor sites in the brain. D exR em A FT pl ar Explain why it can be very difficult to give up smoking. (2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Premium Management Culture Sentence
OUM TOPIC 8: MONOPOLY‚ MONOPOLISTIC AND OLIGOPOLY TOPIC 8: MONOPOLY‚ MONOPOLISTIC AND OLIGOPOLY Introduction Apart from perfect market competition‚ we will look at three other types of market structure‚ namely monopoly‚ monopolistic and oligopoly in this topic. We will also compare between the characteristics of the market structure. In this topic‚ the emphasis will be on monopoly‚ while the other two structures will be discussed briefly. Learning Objectives At the end of this topic
Premium Monopoly Economics Profit maximization
|Business Economics and the Distribution of Income | By the end of these course notes students are expected to have covered the following from the specification: • The range of market structures • How costs and revenues vary in different market structures • Changes in costs and revenues in different market structures The range of market structures |Type
Premium Economics Microeconomics Supply and demand
Affect Regulation and Temperament in Children with Autism Spectrum Disorder Author: Mary Konstantareas and Kelly Stewart Year: 2007 Source: Journal of Autism and Development Disorders This article was based on research done on children ages three to ten years around the temperament and reactions of children with Autism. It discusses the differences between those with Autism‚ and those without autism‚ specifically how they react‚ perceive‚ and overcome certain developmental musts in childhood
Premium Autism Autism spectrum Asperger syndrome
Resulting with 12 dead and 20 injured‚ April 20th‚ 1999‚ ultimately became the day of the worst high school shooting in U.S. history at Columbine High School‚ prompting a national debate on gun control and school safety. According to the article Columbine High School Shootings “In the aftermath of the shootings‚ many schools across America enacted “zero tolerance” rules regarding disruptive behavior and threats of violence from students (History.com).” In addition‚ there have been many more strategies
Premium Firearm Columbine High School massacre Gun
SWOT AnalysisStrength: Donuts are made by using a modern machines. Almost half of the raw materials are imported‚chocolate from Belgium and milk importedfrom New Zealand. Coffee beans for drinksimported from Italy and Kosta Rica. Concept “open kitchen” Weakness: Not standing alone yet outside the mall as DunkinDonuts that already have selfsupporting Cafe that has alot of stand alone outside the mall.Opportunities: Award the best brand with product innovation. Best Donut
Premium Coffee Krispy Kreme Social network service
Yn y traethawd yma byddaf yn trafod y cwestiwn “A yw pwrpas bywyd i atal gwahaniaethu?”. Byddaf yn edrych yn 2 safle crefyddol (Cristnogol ac Hindiwiaeth). O blaid ac yn erbyn. Ac yna byddaf yn dod i gasgliad yn y diwedd. Ar un llaw ydy‚ mae pwrpas bywyd yw atal gwahaniaethu oherwydd Mae duw wedi creu pawb yn cyfartal. Hefyd mae cristnogion yn dweud bod rhagfarn ac gwahaniaethu yn annerbyniol. Roedd Iesu’n trin pawb yn gyfartal ac mae cristnogion fod dangos yr un esiampl ag ef. Mae unigolion fel
Premium