# Tag Info

Let’s take a simple example to answer a broad but interesting question: Imagine that we have a daily return serie denoted $r_{t}$ ( which is assumed to be stationary) and let's take a little time to define main concepts : Mean Process (First moment process) The unconditional mean of $r_{t}$ denoted $u$ is just its expectation $E(r_{t})$. It is not time ...