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Autoregressive conditional heteroskedasticity
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221	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: ftp.yz.yamagata-u.ac.jp 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
222	ARCH and MGARCH models Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013 Add to Reading List Source URL: www.ncer.edu.au Language: English - Date: 2014-06-05 01:44:36 Time series analysis Regression analysis Simultaneous equation methods Autoregressive conditional heteroskedasticity Mathematical finance Heteroscedasticity-consistent standard errors Robert F. Engle Heteroscedasticity Time series Statistics Econometrics Economics
223	Journal of Econometrics–24 www.elsevier.com/locate/econbase Unit root tests in panel data: asymptotic and "nite-sample properties Andrew Levina , Chien-Fu Linb , Chia-Shang James Chub; ∗ Add to Reading List Source URL: homepage.ntu.edu.tw Language: English - Date: 2006-07-14 23:15:01 Statistical tests Parametric statistics Statistical methods T-statistic Unit root Dickey–Fuller test Autoregressive conditional heteroskedasticity Panel data Panel analysis Statistics Time series analysis Econometrics
224	Kitty Moloney, Neill Killeen & Oliver Gilvarry1 Economic Letter Series A Fragmentation Indicator for Euro Area Sovereign Bond Markets Add to Reading List Source URL: www.centralbank.ie Language: English - Date: 2015-05-07 06:16:28 Financial crises Covariance and correlation Late-2000s financial crisis Autoregressive conditional heteroskedasticity Econometrics Time series analysis Euro Credit default swap Bond Economics Statistics Economic history
225	Policy Iteration for Learning an Exercise Policy for American Options Yuxi Li, Dale Schuurmans Department of Computing Science, University of Alberta Abstract. Options are important financial instruments, whose prices Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2008-09-08 12:22:02 Economics Autoregressive conditional heteroskedasticity Stochastic volatility Asian option TVR Reinforcement learning Normal distribution LSm Economic model Options Financial economics Statistics
226	Optimal Estimation of Multivariate ARMA Models Martha White, Junfeng Wen, Michael Bowling and Dale Schuurmans Department of Computing Science, University of Alberta, Edmonton AB T6G 2E8, Canada {whitem,junfeng.wen,mbowli Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2015-01-15 16:29:05 Time series analysis Econometrics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity Expectation–maximization algorithm Maximum likelihood Kalman filter Normal distribution Statistics Statistical theory Estimation theory
227	Proc. of the 17th Int. Conference on Digital Audio Effects (DAFx-14), Erlangen, Germany, September 1-5, 2014 A COMPARISON OF EXTENDED SOURCE-FILTER MODELS FOR MUSICAL SIGNAL RECONSTRUCTION Tian Cheng∗ , Simon Dixon, M Add to Reading List Source URL: matthiasmauch.de Language: English - Date: 2015-01-08 12:37:05 Electronic engineering Filter theory Signal processing filter Linear algebra Non-negative matrix factorization Autoregressive–moving-average model Electronic filter Autoregressive conditional heteroskedasticity Parameter Statistics Mathematics Time series analysis
228	Working paper No. 5 NovemberAgricultural Commodity Price Volatility and Its Add to Reading List Source URL: www.fp7-ulysses.eu Language: English - Date: 2013-11-13 03:51:01 Econometrics Time series analysis Financial economics Options Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Mixed data sampling Beta Mathematical finance Statistics Economics
229	Some Statistical Models for Durations and their Applications in Finance a Shelton Peirisa David Allenb and Wenling Yangc Universityof Sydney,b Edith Cowan University(ECU),Perth Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-14 21:58:38 Survival analysis Time series analysis Autoregressive conditional duration Autoregressive conditional heteroskedasticity
230	(Extremes and related properties of) Stochastic asymmetric Lagrange waves Add to Reading List Source URL: www.maths.lth.se Language: English - Date: 2013-10-01 04:38:32 Coastal geography Gaussian process Autoregressive conditional heteroskedasticity Geography of Georgia LaGrange Georgia Joseph Louis Lagrange Wind wave Statistics Water waves Physical oceanography

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