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"This book discusses cointegrated time series associated with financial and sports gambling markets are analyzed in terms of time-varying parameter models. Modeling premises are that present and past disequilibria--shocks both within and between time series--may affect subsequent changes and...
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Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are …-Candlesticks for Major League Baseball -- 6.1 The 2008 World Series: Philadelphia Versus Tampa Bay -- 6.2 The 2008 Chicago Cubs …
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