Timeline for Is there a mathematical model that distinguishes between volatility and trend?
Current License: CC BY-SA 2.5
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 12, 2011 at 20:00 | answer | added | b_dev | timeline score: 0 | |
| Dec 21, 2010 at 20:21 | answer | added | Wayne | timeline score: 1 | |
| Dec 21, 2010 at 17:28 | comment | added | whuber♦ | ... or maybe the question is asking whether models of heteroscedasticity exist, such as GARCH. | |
| Dec 21, 2010 at 17:23 | answer | added | Mohit | timeline score: 1 | |
| Dec 1, 2010 at 18:32 | comment | added | Shane | Isn't that what AR and MA are for (in ARMA)? You might also look up "long memory process", such as ARFIMA. | |
| Dec 1, 2010 at 16:31 | comment | added | Raskolnikov | Maybe you should ask Johan Bollen. It's his speciality. | |
| Dec 1, 2010 at 16:14 | history | asked | Ben | CC BY-SA 2.5 |