Taylor, Stephen J - 2007 - 2nd ed.
-- Stationary processes -- Autocorrelation -- Spectral density -- White noise -- ARMA processes -- Gaussian processes -- 1 .I0 … Linear stochastic processes -- Their definition -- Autocorrelation tests -- 2 FEATURES OF FINANCIAL RETURNS -- 2 … -- 2.6 Skewness -- 2.7 Kurtosis -- 2.8 Plausible distributions -- 2.9 Autocorrelation -- First-lag -- Lags 1 to 30 -- Tests …
