Browsing Student Projects by Subject "S&P 500"

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    • Long memory behavior of financial indices 

      Reddy, Veda Samhith (Indian Institute of Management Ahmedabad, 2019)
      The aim of the project was to reproduce the long memory behaviour of the financial indices data, the S&P 500 historical daily returns data, and also check for the long memory behaviour in the financial indices data of India.