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| Time Series |
| 1 | Time Domain and Frequency Domain Analysis |
| 2 | Linear Models |
| 3 | Nonlinear Models |
| 1 | Several Examples of Nonlinear Models |
| 2 | Nonlinearity in the Conditional Second Moments |
| 3 | Estimating ARCH Models |
| 4 | Testing for ARCH |
| Bibliography |
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TUTORIALS |