Autoregressive conditional heteroskedasticity

Results: 926



#Item
201Financial economics / Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis / Stochastic volatility / Volatility / Time series / Robert F. Engle / Financial Correlations / Mathematical finance / Economics / Statistics

Hong Kong University of Science and Technology

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Source URL: www.bm.ust.hk

Language: English - Date: 2007-12-03 23:19:45
202Econometrics / Probability distribution / Index of dispersion / Autoregressive conditional heteroskedasticity / Statistics / Poisson processes / Stochastic processes

A statistical survey of earthquakes in the main seismic region of New Zealand

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Source URL: www.robertnz.net

Language: English - Date: 2010-02-24 03:26:02
203Time series analysis / Statistical models / Autoregressive conditional heteroskedasticity / Estimation theory / Multilevel model / Variance / Parameter / Stochastic volatility / Linear regression / Statistics / Econometrics / Regression analysis

Parameter Estimation of Random Coefficient Models with Correlated Errors using Quadratic Estimating Function Approach Ibrahim Mohamed* University of Malaya, Kuala Lumpur, Malaysia Kamil Khalid Universi

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
204Cognition / ACT-R / Cognitive architecture / Autoregressive conditional heteroskedasticity

Integrating Models and Tools in the Context of Driving and In-Vehicle Devices Bonnie E. John () Human-Computer Interaction Institute Carnegie Mellon University

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Source URL: www.centgraf.net

Language: English - Date: 2006-06-20 23:25:35
205Structural equation modeling / Stata / Linear regression / Poisson regression / Heteroscedasticity / Errors-in-variables models / Autoregressive conditional heteroskedasticity / Instrumental variable / Predictive analytics / Statistics / Econometrics / Regression analysis

Stata 12 ships July 25. Order now at www.stata.com SEM Structural Equation Modeling • Path diagrams • Standardized and unstandardized estimates • Modification indices • Direct and indirect effects

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Source URL: www.stata.com

Language: English - Date: 2011-07-05 11:15:12
206Economics / Beta / Collective investment scheme / Modern portfolio theory / Portfolio / Active management / Autoregressive conditional heteroskedasticity / DEC Alpha / Sharpe ratio / Financial economics / Investment / Finance

DOC Document

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Source URL: www.melbournecentre.com.au

Language: English - Date: 2008-04-15 20:49:43
207Data / Econometrics / Tag / Autoregressive conditional heteroskedasticity / Hönig / Information / Fisheries science / Fish mortality

Fisheries Research–390 Recent developments in estimating fishing and natural mortality and tag reporting rate of lobsters using multi-year tagging models S.D. Frusher a,∗ , J.M. Hoenig b a

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Source URL: www.vims.edu

Language: English - Date: 2015-05-07 02:11:44
208Time series analysis / Autoregressive conditional heteroskedasticity / Non-linear systems / STAR model / Time series / Economic model / Monte Carlo method / Statistics / Probability and statistics / Econometrics

Specifying Asymmetric STAR models with Linear and Nonlinear GARCH Innovations: Monte Carlo Approach OlaOluwa S. Yaya* University of Ibadan, Nigeria Olanrewaju I. Shittu University of Ibadan, Nigeri

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:12
209Mathematical finance / Fellows of the Econometric Society / Peter Reinhard Hansen / Neil Shephard / Time series analysis / Tim Bollerslev / Volatility / Autoregressive conditional heteroskedasticity / Financial econometrics / Economics / Statistics / Econometrics

H.1 Articles published in refereed journals OA 1

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Source URL: creates.au.dk

Language: English - Date: 2015-01-30 05:59:15
210Econometrics / Expectation–maximization algorithm / Missing data / Gaussian function / Mixture model / Autoregressive conditional heteroskedasticity / Speckle tracking echocardiography / Maximum likelihood / Multivariate normal distribution / Statistics / Estimation theory / Statistical models

Bayesian Estimation of Sparse Smooth Speckle Shape Models for Motion Tracking in Medical Ultrasound Shaun Bundervoet, Colas Schretter, Ann Dooms and Peter Schelkens Vrije Universiteit Brussel, Dept. of Electronics and In

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Source URL: homepages.ulb.ac.be

Language: English - Date: 2014-02-26 11:10:12
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