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As a result, a computer-aided desirability tuning method is proposed to find an optimal portfolio with time series of returns and risks modeled by ARMA GARCH models.
This paper presents a heavy-tailed mixture model for describing time-varying conditional distributions in time series of returns on prices.
When dealing with financial data, many series of returns are conditionally heteroscedastic with volatilities responding asymmetrically to negative and positive past returns.
First, we use a dummy variable model to study the day-of-the-week effect; next, we regress the time series of returns on the mood template.
This test consists of the following procedure: we use the observed time series of Dax monthly returns over the period to create new time series of returns by resampling.
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I wasn't reassured when I noticed a page in the guest book trumpeting a V.I.P. package that advertised a series of return visits for much less money.
In the end the power differential was too much for her, especially when she missed her first serve, as Williams hammered a series of return winners.
He proposes a series of return missions to different locations on the red planet, in a programme he costs at $24bn-30bn 24bn-30bn
On a series of return trips to the Galapagos, Kohn is pursuing another "green Darwin," post-retirement project there, following up on his long interest in endemic plants.
In the meantime, Gus finds himself plagued by a series of unwelcome returns.
The fourth series of Shameless returns to TV screens in January 2007.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com