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Autoregressive conditional heteroskedasticity
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231	Testing for Discrete and Continuous Spectral Differences Barry Quinn Macquarie University, Statistics Department Building C5C, Macquarie University Sydney, NSW, 2109, Australia Add to Reading List Source URL: stat.mq.edu.au Language: English - Date: 2009-07-18 23:01:21 Stochastic processes Noise Econometrics Spectral density Stationary process Autoregressive model Time series Autoregressive conditional heteroskedasticity White noise Statistics Time series analysis Signal processing
232	Tipping points in macroeconomic Agent-Based models Stanislao Gualdi,1 Marco Tarzia,2 Francesco Zamponi,3 and Jean-Philippe Bouchaud4 1 2 Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2013-11-25 04:04:54 Economic model Phase transition Riemann hypothesis Physics Labour economics Autoregressive conditional heteroskedasticity Mathematics Econometrics Mathematical analysis
233	Statistical Methods of Spectrum Change Detection 1 Barry G. Quinn Macquarie University Abstract Add to Reading List Source URL: stat.mq.edu.au Language: English - Date: 2009-07-18 23:01:09 Signal processing Time series analysis Econometrics Autoregressive conditional heteroskedasticity Likelihood-ratio test Maximum likelihood Spectral density Likelihood function Statistics Estimation theory Statistical theory
234	On portfolio risk estimation by Mher Safarian No. 52 \| DECEMBER 2013 WORKING PAPER SERIES IN ECONOMICS Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2013-12-04 12:52:08 Autoregressive conditional heteroskedasticity Volume-weighted average price Quantitative analyst Volatility Normal distribution Conditional variance Maximum likelihood Standard deviation Statistics Mathematical sciences Mathematical finance
235	Semiparametric Regression Analysis of Longitudinal Data Add to Reading List Source URL: www.bm.ust.hk Language: English - Date: 2007-06-01 22:52:24 Non-parametric statistics Statistical theory Econometrics Nonparametric regression Smoothing Autoregressive conditional heteroskedasticity Semiparametric model Errors and residuals in statistics Kernel smoother Statistics Regression analysis Time series analysis
236	Suggested answers to exercise: Practical Meta-Analysis using CMA Version 2 1. Start CMA2. Exactly how to do this depends on the system you are using. Add to Reading List Source URL: www-users.york.ac.uk Language: English - Date: 2010-03-03 06:05:19 Data analysis Hypothesis testing Epidemiology Effect size Normal distribution Odds ratio Fixed effects model Variance Autoregressive conditional heteroskedasticity Statistics Medical statistics Estimation theory
237	Bayesian inference for hedge funds with stable distribution of returns by Biliana Güner, Svetlozar T. Rachev, Daniel Edelman, Frank J. Fabozzi Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2010-09-30 12:18:22 Statistical theory Statistical inference Bayesian inference Autoregressive conditional heteroskedasticity Prior probability Exponential distribution Expectation–maximization algorithm Stable distribution Gamma distribution Statistics Bayesian statistics Estimation theory
238	Novemberrevised NovemberA Model for the Federal Funds Rate Target∗ Abstract This paper is a statistical analysis of the manner in which the Federal Reserve determines the level Add to Reading List Source URL: econweb.ucsd.edu Language: English - Date: 2008-03-07 14:29:38 Autoregressive conditional duration Federal funds rate Autoregressive conditional heteroskedasticity Exponential smoothing Forecasting Robert F. Engle Federal Reserve System Time series Monetary policy Time series analysis Statistics Economics
239	Microsoft Word - 27_continut_jurnalul_economic_1_2008 Add to Reading List Source URL: plagiarism.repec.org Language: English - Date: 2012-04-03 11:54:36 Volatility Autoregressive conditional heteroskedasticity Skewness Kurtosis Normal distribution Variance Time series Skewness risk Statistics Mathematical finance Technical analysis
240	Estimating Short-term PM Effects Accounting for Surrogate Exposure Measurements from Ambient Monitors Lianne Sheppard Doris Damian Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-08-14 12:46:14 Regression analysis Air pollution Variance Exposure Errors-in-variables models Autoregressive conditional heteroskedasticity Least squares Film speed Estimator Statistics Econometrics Science of photography

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