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Time Series

  • Petr Franěk
  • Wolfgang Härdle
Chapter

Abstract

The purpose of this chapter is to show how XploRe may be used by practitioners for analyzing observed time series. Some of the time series tools are standard in the literature. The more elaborated nonlinearity tests based on artificial neural networks are implemented for the nonadvanced use.

Keywords

Frequency Domain Analysis White Noise Process Financial Time Series ARMA Process GARCH Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Petr Franěk
  • Wolfgang Härdle

There are no affiliations available

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