Autoregressive conditional heteroskedasticity

Results: 926



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111Econometrics / 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.uni-muenster.de

Language: English - Date: 2004-11-29 04:09:50
112Econometrics / 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.case.edu

Language: English - Date: 2004-11-29 04:09:50
113Econometrics / Economics / Autoregressive conditional heteroskedasticity / Covariance and correlation / Financial risk / Mathematical sciences / Volatility / Correlation and dependence / Autoregressive–moving-average model / Time series analysis / Statistics / Mathematical finance

The Effect of B Share Market Reform on Volatility Spillovers and Changes in Correlation between Chinese A and B Shares

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:54:35
114Econometrics / 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.gis-lab.info

Language: English - Date: 2004-11-29 04:09:50
115Econometrics / 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: mirrors.nics.utk.edu

Language: English - Date: 2004-11-29 04:09:50
116Technical analysis / Economics / Econometrics / Time series analysis / Markov models / Autoregressive conditional heteroskedasticity / Markov chain / Volatility / Time series / Mathematical finance / Statistics / Financial economics

Political Analysis:296–322 doi:pan/mph020 Presidential Elections and the Stock Market: Comparing Markov-Switching and Fractionally Integrated GARCH Models of Volatility

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Source URL: www.bumbamukherjee.com

Language: English - Date: 2012-11-11 18:22:05
117Econometrics / 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.osuosl.org

Language: English - Date: 2004-11-29 04:09:50
118Time series analysis / Regression analysis / Analysis of variance / Design of experiments / LSm / Autoregressive conditional heteroskedasticity / F-test / Coefficient of determination / Degrees of freedom / Statistics / Statistical tests / Econometrics

Final Exam ST512 MarName: • You have 110 minutes to complete the exam. • There are 30 questions. Answer all of the questions.

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Source URL: stat512.cwick.co.nz

Language: English - Date: 2015-02-25 15:30:31
119Statistics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Local volatility / Volatility smile / Mathematical finance / Financial economics / Finance

Semiparametric Regression Analysis of Longitudinal Data

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Source URL: www.bm.ust.hk

Language: English - Date: 2006-05-18 21:59:07
120Econometrics / 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,

Add to Reading List

Source URL: cran.stat.auckland.ac.nz

Language: English - Date: 2004-11-29 04:09:50
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