spb/gsf6053 Public
GSF-6053 Financial Econometrics I — matériel de cours (Université Laval).
TeX 100%
1\relax 2\providecommand\hyper@newdestlabel[2]{}3\providecommand\HyField@AuxAddToFields[1]{}4\providecommand\HyField@AuxAddToCoFields[2]{}5\@writefile{nav}{\headcommand {\slideentry {0}{0}{1}{1/1}{}{0}}}6\@writefile{nav}{\headcommand {\beamer@framepages {1}{1}}}7\@writefile{nav}{\headcommand {\slideentry {0}{0}{2}{2/2}{}{0}}}8\@writefile{nav}{\headcommand {\beamer@framepages {2}{2}}}9\@writefile{nav}{\headcommand {\slideentry {0}{0}{3}{3/3}{}{0}}}10\@writefile{nav}{\headcommand {\beamer@framepages {3}{3}}}11\@writefile{toc}{\beamer@sectionintoc {1}{Série chronologique}{4}{0}{1}}12\@writefile{nav}{\headcommand {\beamer@sectionpages {1}{3}}}13\@writefile{nav}{\headcommand {\beamer@subsectionpages {1}{3}}}14\@writefile{nav}{\headcommand {\sectionentry {1}{Série chronologique}{4}{Série chronologique}{0}}}15\@writefile{nav}{\headcommand {\slideentry {1}{0}{1}{4/4}{}{0}}}16\@writefile{nav}{\headcommand {\beamer@framepages {4}{4}}}17\@writefile{nav}{\headcommand {\slideentry {1}{0}{2}{5/5}{}{0}}}18\@writefile{nav}{\headcommand {\beamer@framepages {5}{5}}}19\@writefile{nav}{\headcommand {\slideentry {1}{0}{3}{6/6}{}{0}}}20\@writefile{nav}{\headcommand {\beamer@framepages {6}{6}}}21\@writefile{nav}{\headcommand {\slideentry {1}{0}{4}{7/7}{}{0}}}22\@writefile{nav}{\headcommand {\beamer@framepages {7}{7}}}23\@writefile{nav}{\headcommand {\slideentry {1}{0}{5}{8/8}{}{0}}}24\@writefile{nav}{\headcommand {\beamer@framepages {8}{8}}}25\@writefile{toc}{\beamer@sectionintoc {2}{Première différence}{9}{0}{2}}26\@writefile{nav}{\headcommand {\beamer@sectionpages {4}{8}}}27\@writefile{nav}{\headcommand {\beamer@subsectionpages {4}{8}}}28\@writefile{nav}{\headcommand {\sectionentry {2}{Première différence}{9}{Première différence}{0}}}29\@writefile{nav}{\headcommand {\slideentry {2}{0}{1}{9/9}{}{0}}}30\@writefile{nav}{\headcommand {\beamer@framepages {9}{9}}}31\@writefile{nav}{\headcommand {\slideentry {2}{0}{2}{10/10}{}{0}}}32\@writefile{nav}{\headcommand {\beamer@framepages {10}{10}}}33\@writefile{toc}{\beamer@sectionintoc {3}{Saisonnalité et Désaisonalisation}{11}{0}{3}}34\@writefile{nav}{\headcommand {\beamer@sectionpages {9}{10}}}35\@writefile{nav}{\headcommand {\beamer@subsectionpages {9}{10}}}36\@writefile{nav}{\headcommand {\sectionentry {3}{Saisonnalité et Désaisonalisation}{11}{Saisonnalité et Désaisonalisation}{0}}}37\@writefile{nav}{\headcommand {\slideentry {3}{0}{1}{11/11}{}{0}}}38\@writefile{nav}{\headcommand {\beamer@framepages {11}{11}}}39\@writefile{nav}{\headcommand {\slideentry {3}{0}{2}{12/12}{}{0}}}40\@writefile{nav}{\headcommand {\beamer@framepages {12}{12}}}41\@writefile{toc}{\beamer@sectionintoc {4}{Processus stochastique}{13}{0}{4}}42\@writefile{nav}{\headcommand {\beamer@sectionpages {11}{12}}}43\@writefile{nav}{\headcommand {\beamer@subsectionpages {11}{12}}}44\@writefile{nav}{\headcommand {\sectionentry {4}{Processus stochastique}{13}{Processus stochastique}{0}}}45\@writefile{nav}{\headcommand {\slideentry {4}{0}{1}{13/13}{}{0}}}46\@writefile{nav}{\headcommand {\beamer@framepages {13}{13}}}47\@writefile{nav}{\headcommand {\slideentry {4}{0}{2}{14/14}{}{0}}}48\@writefile{nav}{\headcommand {\beamer@framepages {14}{14}}}49\@writefile{toc}{\beamer@sectionintoc {5}{Processus déterministe}{15}{0}{5}}50\@writefile{nav}{\headcommand {\beamer@sectionpages {13}{14}}}51\@writefile{nav}{\headcommand {\beamer@subsectionpages {13}{14}}}52\@writefile{nav}{\headcommand {\sectionentry {5}{Processus déterministe}{15}{Processus déterministe}{0}}}53\@writefile{nav}{\headcommand {\slideentry {5}{0}{1}{15/15}{}{0}}}54\@writefile{nav}{\headcommand {\beamer@framepages {15}{15}}}55\@writefile{nav}{\headcommand {\slideentry {5}{0}{2}{16/16}{}{0}}}56\@writefile{nav}{\headcommand {\beamer@framepages {16}{16}}}57\@writefile{toc}{\beamer@sectionintoc {6}{Les séries stationnaires}{17}{0}{6}}58\@writefile{nav}{\headcommand {\beamer@sectionpages {15}{16}}}59\@writefile{nav}{\headcommand {\beamer@subsectionpages {15}{16}}}60\@writefile{nav}{\headcommand {\sectionentry {6}{Les séries stationnaires}{17}{Les séries stationnaires}{0}}}61\@writefile{nav}{\headcommand {\slideentry {6}{0}{1}{17/17}{}{0}}}62\@writefile{nav}{\headcommand {\beamer@framepages {17}{17}}}63\@writefile{nav}{\headcommand {\slideentry {6}{0}{2}{18/18}{}{0}}}64\@writefile{nav}{\headcommand {\beamer@framepages {18}{18}}}65\@writefile{toc}{\beamer@sectionintoc {7}{Les processus non stationnaires}{19}{0}{7}}66\@writefile{nav}{\headcommand {\beamer@sectionpages {17}{18}}}67\@writefile{nav}{\headcommand {\beamer@subsectionpages {17}{18}}}68\@writefile{nav}{\headcommand {\sectionentry {7}{Les processus non stationnaires}{19}{Les processus non stationnaires}{0}}}69\@writefile{nav}{\headcommand {\slideentry {7}{0}{1}{19/19}{}{0}}}70\@writefile{nav}{\headcommand {\beamer@framepages {19}{19}}}71\@writefile{nav}{\headcommand {\slideentry {7}{0}{2}{20/20}{}{0}}}72\@writefile{nav}{\headcommand {\beamer@framepages {20}{20}}}73\@writefile{nav}{\headcommand {\slideentry {7}{0}{3}{21/21}{}{0}}}74\@writefile{nav}{\headcommand {\beamer@framepages {21}{21}}}75\@writefile{nav}{\headcommand {\slideentry {7}{0}{4}{22/22}{}{0}}}76\@writefile{nav}{\headcommand {\beamer@framepages {22}{22}}}77\@writefile{nav}{\headcommand {\slideentry {7}{0}{5}{23/23}{}{0}}}78\@writefile{nav}{\headcommand {\beamer@framepages {23}{23}}}79\@writefile{nav}{\headcommand {\slideentry {7}{0}{6}{24/24}{}{0}}}80\@writefile{nav}{\headcommand {\beamer@framepages {24}{24}}}81\@writefile{nav}{\headcommand {\slideentry {7}{0}{7}{25/25}{}{0}}}82\@writefile{nav}{\headcommand {\beamer@framepages {25}{25}}}83\@writefile{nav}{\headcommand {\slideentry {7}{0}{8}{26/26}{}{0}}}84\@writefile{nav}{\headcommand {\beamer@framepages {26}{26}}}85\@writefile{nav}{\headcommand {\slideentry {7}{0}{9}{27/27}{}{0}}}86\@writefile{nav}{\headcommand {\beamer@framepages {27}{27}}}87\@writefile{toc}{\beamer@sectionintoc {8}{Régression fallacieuse}{28}{0}{8}}88\@writefile{nav}{\headcommand {\beamer@sectionpages {19}{27}}}89\@writefile{nav}{\headcommand {\beamer@subsectionpages {19}{27}}}90\@writefile{nav}{\headcommand {\sectionentry {8}{Régression fallacieuse}{28}{Régression fallacieuse}{0}}}91\@writefile{nav}{\headcommand {\slideentry {8}{0}{1}{28/28}{}{0}}}92\@writefile{nav}{\headcommand {\beamer@framepages {28}{28}}}93\@writefile{nav}{\headcommand {\slideentry {8}{0}{2}{29/29}{}{0}}}94\@writefile{nav}{\headcommand {\beamer@framepages {29}{29}}}95\@writefile{toc}{\beamer@sectionintoc {9}{Opérateur de retard}{30}{0}{9}}96\@writefile{nav}{\headcommand {\beamer@sectionpages {28}{29}}}97\@writefile{nav}{\headcommand {\beamer@subsectionpages {28}{29}}}98\@writefile{nav}{\headcommand {\sectionentry {9}{Opérateur de retard}{30}{Opérateur de retard}{0}}}99\@writefile{nav}{\headcommand {\slideentry {9}{0}{1}{30/30}{}{0}}}100\@writefile{nav}{\headcommand {\beamer@framepages {30}{30}}}101\@writefile{nav}{\headcommand {\slideentry {9}{0}{2}{31/31}{}{0}}}102\@writefile{nav}{\headcommand {\beamer@framepages {31}{31}}}103\@writefile{toc}{\beamer@sectionintoc {10}{Introduction au modèle AR(1)}{32}{0}{10}}104\@writefile{nav}{\headcommand {\beamer@sectionpages {30}{31}}}105\@writefile{nav}{\headcommand {\beamer@subsectionpages {30}{31}}}106\@writefile{nav}{\headcommand {\sectionentry {10}{Introduction au modèle AR(1)}{32}{Introduction au modèle AR(1)}{0}}}107\@writefile{nav}{\headcommand {\slideentry {10}{0}{1}{32/32}{}{0}}}108\@writefile{nav}{\headcommand {\beamer@framepages {32}{32}}}109\@writefile{nav}{\headcommand {\slideentry {10}{0}{2}{33/33}{}{0}}}110\@writefile{nav}{\headcommand {\beamer@framepages {33}{33}}}111\@writefile{nav}{\headcommand {\slideentry {10}{0}{3}{34/34}{}{0}}}112\@writefile{nav}{\headcommand {\beamer@framepages {34}{34}}}113\@writefile{nav}{\headcommand {\slideentry {10}{0}{4}{35/35}{}{0}}}114\@writefile{nav}{\headcommand {\beamer@framepages {35}{35}}}115\@writefile{nav}{\headcommand {\slideentry {10}{0}{5}{36/36}{}{0}}}116\@writefile{nav}{\headcommand {\beamer@framepages {36}{36}}}117\@writefile{nav}{\headcommand {\slideentry {10}{0}{6}{37/37}{}{0}}}118\@writefile{nav}{\headcommand {\beamer@framepages {37}{37}}}119\@writefile{nav}{\headcommand {\slideentry {10}{0}{7}{38/38}{}{0}}}120\@writefile{nav}{\headcommand {\beamer@framepages {38}{38}}}121\@writefile{nav}{\headcommand {\slideentry {10}{0}{8}{39/39}{}{0}}}122\@writefile{nav}{\headcommand {\beamer@framepages {39}{39}}}123\@writefile{nav}{\headcommand {\slideentry {10}{0}{9}{40/40}{}{0}}}124\@writefile{nav}{\headcommand {\beamer@framepages {40}{40}}}125\@writefile{toc}{\beamer@sectionintoc {11}{La fonction d’autocovariance $\gamma $}{41}{0}{11}}126\@writefile{nav}{\headcommand {\beamer@sectionpages {32}{40}}}127\@writefile{nav}{\headcommand {\beamer@subsectionpages {32}{40}}}128\@writefile{nav}{\headcommand {\sectionentry {11}{La fonction d’autocovariance $\gamma $}{41}{La fonction d’autocovariance $\gamma $}{0}}}129\@writefile{nav}{\headcommand {\slideentry {11}{0}{1}{41/41}{}{0}}}130\@writefile{nav}{\headcommand {\beamer@framepages {41}{41}}}131\@writefile{nav}{\headcommand {\slideentry {11}{0}{2}{42/42}{}{0}}}132\@writefile{nav}{\headcommand {\beamer@framepages {42}{42}}}133\@writefile{toc}{\beamer@sectionintoc {12}{La fonction d’autocorrélation $\rho $}{43}{0}{12}}134\@writefile{nav}{\headcommand {\beamer@sectionpages {41}{42}}}135\@writefile{nav}{\headcommand {\beamer@subsectionpages {41}{42}}}136\@writefile{nav}{\headcommand {\sectionentry {12}{La fonction d’autocorrélation $\rho $}{43}{La fonction d’autocorrélation $\rho $}{0}}}137\@writefile{nav}{\headcommand {\slideentry {12}{0}{1}{43/43}{}{0}}}138\@writefile{nav}{\headcommand {\beamer@framepages {43}{43}}}139\@writefile{nav}{\headcommand {\slideentry {12}{0}{2}{44/44}{}{0}}}140\@writefile{nav}{\headcommand {\beamer@framepages {44}{44}}}141\@writefile{nav}{\headcommand {\slideentry {12}{0}{3}{45/45}{}{0}}}142\@writefile{nav}{\headcommand {\beamer@framepages {45}{45}}}143\@writefile{nav}{\headcommand {\slideentry {12}{0}{4}{46/46}{}{0}}}144\@writefile{nav}{\headcommand {\beamer@framepages {46}{46}}}145\@writefile{nav}{\headcommand {\slideentry {12}{0}{5}{47/47}{}{0}}}146\@writefile{nav}{\headcommand {\beamer@framepages {47}{47}}}147\@writefile{nav}{\headcommand {\slideentry {12}{0}{6}{48/48}{}{0}}}148\@writefile{nav}{\headcommand {\beamer@framepages {48}{48}}}149\@writefile{nav}{\headcommand {\slideentry {12}{0}{7}{49/49}{}{0}}}150\@writefile{nav}{\headcommand {\beamer@framepages {49}{49}}}151\@writefile{toc}{\beamer@sectionintoc {13}{Équations de Yule-Walker}{50}{0}{13}}152\@writefile{nav}{\headcommand {\beamer@sectionpages {43}{49}}}153\@writefile{nav}{\headcommand {\beamer@subsectionpages {43}{49}}}154\@writefile{nav}{\headcommand {\sectionentry {13}{Équations de Yule-Walker}{50}{Équations de Yule-Walker}{0}}}155\@writefile{nav}{\headcommand {\slideentry {13}{0}{1}{50/50}{}{0}}}156\@writefile{nav}{\headcommand {\beamer@framepages {50}{50}}}157\@writefile{nav}{\headcommand {\slideentry {13}{0}{2}{51/51}{}{0}}}158\@writefile{nav}{\headcommand {\beamer@framepages {51}{51}}}159\@writefile{nav}{\headcommand {\slideentry {13}{0}{3}{52/52}{}{0}}}160\@writefile{nav}{\headcommand {\beamer@framepages {52}{52}}}161\@writefile{nav}{\headcommand {\slideentry {13}{0}{4}{53/53}{}{0}}}162\@writefile{nav}{\headcommand {\beamer@framepages {53}{53}}}163\@writefile{nav}{\headcommand {\beamer@partpages {1}{53}}}164\@writefile{nav}{\headcommand {\beamer@subsectionpages {50}{53}}}165\@writefile{nav}{\headcommand {\beamer@sectionpages {50}{53}}}166\@writefile{nav}{\headcommand {\beamer@documentpages {53}}}167\@writefile{nav}{\headcommand {\gdef \inserttotalframenumber {53}}}168\gdef \@abspage@last{53}169