Autoregressive conditional heteroskedasticity

Results: 926



#Item
91Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: ftp.yzu.edu.tw

Language: English - Date: 2004-11-29 04:09:50
92Autoregressive conditional heteroskedasticity / Vector autoregression / Economic model / Heteroscedasticity / Covariance / Statistics / Econometrics / Time series analysis

1455 Discussion Papers Deutsches Institut für Wirtschaftsforschung

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Source URL: diw.de

Language: English - Date: 2015-05-31 05:24:22
93Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: cran.usthb.dz

Language: English - Date: 2004-11-29 04:09:50
94Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: stat.ethz.ch

Language: English - Date: 2004-11-29 04:09:50
95Finance / Financial markets / Capital asset pricing model / Beta / Weibull distribution / Efficient-market hypothesis / Autoregressive conditional heteroskedasticity / Survival analysis / Kenneth French / Economics / Financial economics / Mathematical finance

Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-16 21:53:28
96Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

R functions for time series analysis by Vito Ricci () RR FUNCTIONS FOR TIME SERIES ANALYSIS Here are some helpful R functions for time series analysis. They belong from stats, tseries,

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Source URL: r.adu.org.za

Language: English - Date: 2004-11-29 04:09:50
97Technical analysis / Economics / Investment / Dow Jones Sustainability Index / Autoregressive conditional heteroskedasticity / Dow Jones Indexes / Stoxx / Volatility clustering / Volatility / Financial economics / Mathematical finance / Dow Jones & Company

Microsoft Word - EnvSimmod.doc

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:01:27
98Finance / Volatility / Implied volatility / Bond market / Bond / Autoregressive conditional heteroskedasticity / Financial market / Stochastic volatility / VIX / Mathematical finance / Financial economics / Economics

Volatility Transmissions Between Stock And Bond Markets: Evidence From Japan And The U.S.

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:00:05
99Time series analysis / Statistical methods / Newey–West estimator / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Autocorrelation / Exceptionalism / Arab Spring / Statistics / Econometrics / Regression analysis

Microsoft PowerPoint - Monarchic Exceptionalism [Compatibility Mode]

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Source URL: www.plawlotic.com

Language: English - Date: 2013-05-02 22:26:31
100Decision theory / Shapley value / Cooperative game / Transferable utility / Nash equilibrium / Autoregressive conditional heteroskedasticity / Game theory / Problem solving / Economics

Zeszyty Naukowe WWSI, No. 11, Vol. 8, 2014, ppImplementation of a Value for Generalized Characteristic Function Games Tomasz P. Michalak˚1,2 and Talal Rahwan3,4 1 Department

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Source URL: zeszyty-naukowe.wwsi.edu.pl

Language: English - Date: 2014-12-22 08:14:41
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