2.1 AutoCOVARIANCE and AutoCORRELATION
2.2 Strong and weak STATIONARITY
2.3 WHITE NOISE process
2.4 MOVING AVERAGE process of order q, MA(q)
2.5 AutoREGRESSIVE process of order p, AR(p)
2.6 Partial AutoCorrelation Function – PACF
2.7 Autoregressive and Moving Average process of order p,q – ARMA(p,q) process
2.8 Stationarity and Invertibility of ARMA(p,q) process
2.9 Estimation for ACF and PACF
2.10 ARCH and GARCH models for RETURN data
2.11 Generalisation: GARCH(p,q) model
2.12 Fitting a GARCH model with Gaussian innovations
