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Financial Risk Manager Part 1

Financial Risk Manager Part 1

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A market risk manager aims to assess and forecast the performance of a particular security and has already gathered its historical data series. To enhance their evaluation, they consult a colleague from the quantitative analysis team, who provides them with a graph of the Partial Autocorrelation Function (PACF). Based on the provided PACF graph, which of the following regression methods would be most appropriate for analyzing the security's performance?

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