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Autoregressive conditional heteroskedasticity
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161	Microsoft Word - simmod_paper11.doc 21.doc Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:44 Technical analysis Economics Econometrics Time series analysis Autoregressive conditional heteroskedasticity Volatility clustering Stochastic volatility Volatility Time series Mathematical finance Statistics Financial economics
162	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.salud.gob.sv Language: English - Date: 2004-11-29 04:09:50 Econometrics 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
163	Joint Statistics Seminar The Hong Kong University of Science and Technology GARCH Model with Ergodic and Stationary Rescaled Errors by Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2009-02-02 21:58:08 Autoregressive conditional heteroskedasticity Heteroscedasticity Estimator Time series Heteroscedasticity-consistent standard errors Statistics Econometrics Time series analysis
164	Proceedings of the 2005 International Conference on Simulation and Modelling V. Kachitvichyanakul, U. Purintrapiban, and P. Uthayopas, eds. MODELLING AND FORECASTING DYNAMIC VAR THRESHOLDS FOR RISK MANAGEMENT AND REGULAT Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:01:18 Financial risk Economics Mathematical sciences Econometrics Autoregressive conditional heteroskedasticity Time series analysis RiskMetrics Stochastic volatility Value at risk Statistics Mathematical finance Actuarial science
165	Joint Seminar The Hong Kong University of Science and Technology Department of Information Systems, Business Statistics and Operations Management Department of Finance Exploring Time-Varying Jump Intensities: Evidence f Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2009-04-13 22:52:32 Mathematical finance Econometrics Technical analysis Volatility Autoregressive conditional heteroskedasticity Option Financial econometrics Economic model Valuation Economics Finance Financial economics
166	Hong Kong University of Science and Technology Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2009-02-03 23:13:22 Statistics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Local volatility Volatility smile Mathematical finance Financial economics Finance
167	Crossing Over the Bounded Domain: From Exponential To Power-law Inter-meeting Time in MANET Han Cai and Do Young Eun Department of Electrical and Computer Engineering North Carolina State University Raleigh, NC 27695 Add to Reading List Source URL: www.sigmobile.org Language: English - Date: 2013-08-14 12:38:30 Network theory Statistics Economics Autoregressive conditional heteroskedasticity Econometrics Time series analysis
168	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: mirror.its.dal.ca Language: English - Date: 2004-11-29 04:09:50 Econometrics 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
169	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.xl-mirror.nl Language: English - Date: 2004-11-29 04:09:50 Econometrics 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
170	VAR, SVAR and SVEC Models: Implementation Within R Package vars Bernhard Pfaff Kronberg im Taunus Abstract Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2013-06-10 15:44:52 Regression analysis Multivariate statistics Data analysis Vector autoregression Structural equation modeling Variance Matrix Autoregressive conditional heteroskedasticity Covariance Statistics Econometrics Time series analysis

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