Autoregressive conditional heteroskedasticity

Results: 926



#Item
191Markov processes / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Stochastic volatility / Markov chain / Stochastic differential equation / Markov switching multifractal / Statistics / Markov models / Mathematical finance

Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper

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Source URL: econ.au.dk

Language: English - Date: 2015-02-02 02:48:44
192Probability and statistics / Technical analysis / Carbon finance / Emissions trading / European Union Emission Trading Scheme / Autoregressive conditional heteroskedasticity / Volatility / Mixture model / Normal distribution / Statistics / Mathematical finance / Climate change policy

Understanding volatility dynamics in the EU-ETS market Maria Eugenia Sanin, Maria Mansanet-Bataller and Francesco Violante CREATES Research PaperDepartment of Economics and Business

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Source URL: econ.au.dk

Language: English - Date: 2015-01-15 03:10:00
193Structural equation models / Regression analysis / Structural equation modeling / Pompeu Fabra University / Pompeu Fabra / Fabra / ESCI / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Multivariate statistics

Microsoft Word - seminar continuous time march 2013

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Source URL: www.upf.edu

Language: English - Date: 2014-06-25 06:16:00
194Carbon finance / Economics / Finance / Time series analysis / Emissions trading / European Union Emission Trading Scheme / Autoregressive conditional heteroskedasticity / Volatility / Financial risk / Mathematical finance / Climate change policy / Climate change

Co-movements between carbon, energy and financial markets A multivariate GARCH approach Nicolas Koch∗ University of Hamburg, Von-Melle-Park 9, 20146 Hamburg, Germany. Abstract

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Source URL: www.biee.org

Language: English - Date: 2012-09-16 07:10:44
195Econometrics / Time series analysis / Quantitative analyst / Financial economics / Finance / Financial crisis / Economic model / Applied economics / Financial market / Economics / Science / Autoregressive conditional heteroskedasticity

PDF Document

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Source URL: www.businessandeconomics.mq.edu.au

Language: English - Date: 2015-04-07 00:57:40
196Sport fish / Stock assessment / Yellowfin tuna / Tuna / Bigeye tuna / Fish mortality / Autoregressive conditional heteroskedasticity / Fisheries management / Binding selectivity / Fish / Fisheries science / Scombridae

INTER-AMERICAN TROPICAL TUNA COMMISSION SCIENTIFIC ADVISORY COMMITTEE SIXTH MEETING La Jolla, California (USAMay 2015

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Source URL: www.iattc.org

Language: English - Date: 2015-05-11 13:41:00
197Skewness / Autoregressive conditional heteroskedasticity / Normal distribution / Volatility / Moment / Skewness risk / Skew normal distribution / Statistics / Mathematical finance / Kurtosis

Microsoft Word - QJEF2004.doc

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-04-03 11:54:37
198Computing / Back injury / Kinect / Ergonomics / National Institute for Occupational Safety and Health / Autoregressive conditional heteroskedasticity / Parameter / Human–computer interaction / Computer hardware / Xbox 360

Spector et al. Annals of Occupational and Environmental Medicine 2014, 26:15 http://www.aoemj.com/contentRESEARCH ARTICLE Open Access

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Source URL: www.aoemj.com

Language: English
199Autoregressive conditional heteroskedasticity / Statistics / Measurement / Time / Time measurement / ΔT / Parameter

t Anno 2010_Numero 164 apporti

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Source URL: folkworm.ceri.memphis.edu

Language: English - Date: 2013-09-20 11:41:12
200Autoregressive conditional heteroskedasticity / Statistics / Measurement / Time / Time measurement / ΔT / Parameter

t Anno 2010_Numero 164 apporti

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Source URL: www.earth-prints.org

Language: English - Date: 2012-02-03 12:19:32
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