Related Tags
auto-correlation × 67time-series × 31
returns × 13
correlation × 7
stationarity × 7
volatility × 6
regression × 6
statistics × 5
garch × 4
arima × 4
programming × 3
stochastic-processes × 3
variance × 3
covariance × 3
estimation × 3
log-returns × 3
factor-models × 2
sharpe-ratio × 2
cointegration × 2
standard-deviation × 2
momentum × 2
annualized × 2
anomalies × 2
lags × 2
equities × 1