Nov 08, 2008 in Book, CFA, Columbia, Copulas, Hedge Funds, Interview Prep, Interview Questions, Investment Banking, Markets, Mathematics, Tech Tricks, Time Series Links
Archive for the 'Time Series Links' Category
Links and Useful Facts regarding Time Series
Jan 30, 2008 in Time Series Links
 Professor John Cochrane’s free time series book. This book deserves credit for helping me land my first Wall Street job.
Time Series Review great for interview prep. Created for a PhD comprehensive exam review, don’t have the original link but will post the author when I find it. The same person wrote notes on Probability Theory and a Mathematical Statistics Review.
How can you tell if a time series is AR or MA (or ARMA, or SHARMA, or ….?)Â These notes can help.