I will place links here to resources that are related to our course but which are not central to our course. I many cases the material is rather advanced for an undergraduate course. Nevertheless, anything that is pointed to her will have at lest some piece that is easily understood at the level of 434.
Some Relevant Books A page that provides a brief introduction to some books that share themes with the course. Most of these are "trade" rather than "text" books; that is, you can really read them.
A brief introduction to the original paper
A web page that provides a broader discussion of the Yule-Walker equations, including the connection to cell phone calls and to sunspots. It is more oriented toward graduate students than to undergrads, but you might give it a quick browsing.
The Efficient Market Hypothesis
Testing CAPM...not for the faint of heart
Exploration Tool for the AR(2) Models
R --- Description and Resources
Co-integration and Statistical Arbitrage
University Endowments and Non-traditional Asset Allocation
Steele Home
434 Home
Surprise Me!