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Advances in Modeling of Financial Series
process. This can be written: ri+1 = a + bri + si+1 . Here i+1 is a standard normal variate. The ... to be observed sepa- rately. For example, the U.S. monthly CPI inflation rate, seasonally adjusted ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM