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Autoregressive conditional heteroskedasticity
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241	Space-time Estimation of Grid-cell Hourly Ozone Levels for Assessment of a Deterministic Model Peter Guttorp Wendy Meiring Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-08-14 12:45:07 Ozone depletion Ozone Autocorrelation Autoregressive conditional heteroskedasticity Grid Spacetime Statistics Time series analysis Econometrics
242	Time series analysis for financial market meltdowns by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Ivan Mitov, Frank J. Fabozzi Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2010-09-30 12:18:37 Time series analysis Financial economics Technical analysis Econometrics Actuarial science Autoregressive conditional heteroskedasticity Volatility clustering Stable distribution Volatility Statistics Mathematical finance Economics
243	Testing for Homogeneity of Variance in Time Series: Long Memory, Wavelets and the Nile River Brandon Whitcher Peter Guttorp Simon D. Byers Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-08-14 12:45:10 Econometrics Wavelets Analysis of variance Discrete wavelet transform Wavelet F-test Haar wavelet Autoregressive conditional heteroskedasticity Normal distribution Statistics Statistical tests Time series analysis
244	Tempered stable and tempered infinitely divisible GARCH models by Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi, Frank J. Fabozzi Add to Reading List Source URL: econpapers.wiwi.kit.edu Language: English - Date: 2011-05-18 10:45:19 Poisson processes Stable distribution Exponential distribution Normal distribution Autoregressive conditional heteroskedasticity Statistics Probability and statistics Mathematical analysis
245	Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007 Add to Reading List Source URL: econweb.ucsd.edu Language: English - Date: 2008-06-23 16:29:03 Regression analysis Parametric statistics Autoregressive conditional heteroskedasticity Statistical tests Heteroscedasticity Robert F. Engle Ordinary least squares Tim Bollerslev Conditional variance Statistics Time series analysis Econometrics
246	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.eenet.ee 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
247	ROMANIAN STATISTICAL REVIEW www.revistadestatistica.ro CONTENTSVOLATILITY SPILLOVER ACROSS ENERGY INDICES OF THE STOCK Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2015-04-21 09:15:16 Econometrics Time series analysis Autoregressive conditional heteroskedasticity Markov models Markov chain GAUSS Quantitative analyst Time series Volatility Statistics Mathematical sciences Mathematical finance
248	Microsoft Word - Lambda Review Completion Report_final.doc Add to Reading List Source URL: www.glfc.org Language: English - Date: 2007-04-30 09:49:26 Data analysis Gillnetting Catch per unit effort Variance Catch reporting ADMB Autoregressive conditional heteroskedasticity Lambda Fishing Statistics Fisheries science
249	NEW GENERATION ELECTRIC AND ELECTRONIC LOCKING NEW GENERATION ELECTRIC AND ELECTRONIC LOCKING PRODUCT INFORMATION HIGH SECURITY FULLY MONITORED ELECTRIC DOOR STRIKE Add to Reading List Source URL: www.flamestop.com.au Language: English - Date: 2014-02-11 00:27:07 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
250	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.heanet.ie 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

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