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They will also have time series properties, they won't be true random walks.
We also analyze and compare allocative efficiency and time series properties under different protocols.
In particular, we show that market architectures bear a central influence upon the time series properties of market dynamics.
This paper reviews such assumptions and rigorously tests the time series properties of the contribution of RES in the energy mix for the presence of a unit root.
When we start introducing time series properties, which many financial time series have, then there's seasonality, there's mean reversion, there's all kinds of other stuff, other ways that we have to think about modeling the data.
The suitability and quality of these model structures are compared against each other, their sensitivity regarding certain time series properties is studied.
Similar(31)
Knowing the time-series properties of US quarterly data since 1947 isn't what I mean.
We further investigate the relation of manager tenure with NAV performance and fund premiums, the time-series properties of NAV performance and premiums, and the response of fund premiums to past NAV performance.
► Monte Carlo simulation is used to demonstrate that a drought as severe as that in the 1100s on the Colorado River might be expected about once in every 4 6 centuries by chance alone given the time-series properties of the modern gaged flows.
Maggiori, on the other hand, suggests a procedure to study the time-series properties of currency returns and allows to estimate the conditional currency safety premium.
Assuming that the hurricane climate changes linearly with time, a 1000-member ensemble of time series of property damage was created.
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