GARP Digital Library

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Investment

 
Chapter 2
Prices and Returns
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Chapter 3
Stochastic Processes: Definitions and Examples
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Chapter 4
Stylized Facts for Financial Returns
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Chapter 5
The Variance-Ratio Test of the Random Walk Hypothesis
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Chapter 6
Further Tests of the Random Walk Hypothesis
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Chapter 7
Trading Rules and Market Efficiency
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7
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Chapter 8
An Introduction to Volatility
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Chapter 9
ARCH Models: Definitions and Examples
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Chapter 10
ARCH Models: Selection and Likelihood Methods
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Chapter 11
Stochastic Volatility Models
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GARP Digital Library