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- pterodactyl
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Time series interview Questions
How are the typical interview questions on Time Series analysis. I am reading this Ruey Tsay's book, it broadens your base, but I cannot get a hint of how the interview questions could be like. Any insights would be appreciated.
Time series interview Questions
They could really vary from what is unit root, cointegration, explain dickey fuller test, estimation of ARCH/GARCH plust alot more. I think you should try and figure out what they really use. For e.g. a stat arb might focus on Cointegration vs. a vol arb fund might focus more on GARCH etc.