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Introductory Econometrics for Finance. How would you choose a data normalization method?
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In econometrics the autoregressive conditional heteroskedasticity ( ARCH) model is a statistical model for time series data that describes the variance of the current error term innovation as a function of the actual sizes of the previous time periods' error terms; often the variance is related to the squares of the previous innovations. Introductory econometrics for finance / Chris Brooks,.

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A time series is a series of data points indexed ( or listed or graphed) in time order.

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