9. Simultaneous Financial Time Series

  1. William S. Mallios

Published Online: 5 MAY 2011

DOI: 10.1002/9780470880616.ch9

Forecasting in Financial and Sports Gambling Markets: Adaptive Drift Modeling

Forecasting in Financial and Sports Gambling Markets: Adaptive Drift Modeling

How to Cite

Mallios, W. S. (2010) Simultaneous Financial Time Series, in Forecasting in Financial and Sports Gambling Markets: Adaptive Drift Modeling, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470880616.ch9

Author Information

  1. Craig School of Busines, California State University, Fresno, Fresno, California, USA

Publication History

  1. Published Online: 5 MAY 2011
  2. Published Print: 27 DEC 2010

ISBN Information

Print ISBN: 9780470484524

Online ISBN: 9780470880616

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Keywords:

  • simultaneous financial time series;
  • candlestick–cointegration analogy - underlying modeling guidelines;
  • simultaneous time series and adaptive drift modeling

Summary

This chapter contains sections titled:

  • The Curse of Higher Dimensionality

  • From Candlesticks to Cointegration

  • Cointegration in Terms of Autoregressive Processes

  • Estimating Disequilibria through Factor Analysis

  • Simultaneous Time Series: Adaptive Drift Modeling

  • Simultaneous Time Series: Adaptive Volatility Modeling

  • Exploratory Modeling: Marathon Oil Company

  • The High-Tech Bubble of 2000

  • Twenty-Five Standard Deviation Moves

  • The March 2009 Nadir