Autoregressive conditional heteroskedasticity

Results: 926



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251Econometrics / 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

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,

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Source URL: mirror.mdx.ac.uk

Language: English - Date: 2004-11-29 04:09:50
252Economics / Technical analysis / Financial economics / Autoregressive conditional heteroskedasticity / Time series analysis / Options / Stochastic volatility / Volatility clustering / Volatility / Statistics / Econometrics / Mathematical finance

WSC' 03 Sample Paper

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:02:49
253Econometrics / 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

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,

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Source URL: watson.nci.nih.gov

Language: English - Date: 2004-11-29 04:09:50
254Statistical models / Econometric model / Economic model / Macroeconomic model / Applied economics / Autoregressive conditional heteroskedasticity / Economics / Econometrics / Statistics

    Seminar Series 2013  

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Source URL: www.buseco.monash.edu.au

Language: English - Date: 2013-08-25 21:42:31
255Options / Statistics / Technical analysis / Volatility / Stochastic volatility / Black–Scholes / Autoregressive conditional heteroskedasticity / Time series / Robert F. Engle / Mathematical finance / Financial economics / Economics

Joint Statistics Seminar The Hong Kong University of Science and Technology Organized by Department of Information Systems, Business Statistics and Operations Management and

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Source URL: www.bm.ust.hk

Language: English - Date: 2013-12-04 02:12:33
256Economics / Cointegration / Unit root / Inflation / Durbin–Watson statistic / Autoregressive conditional heteroskedasticity / NAIRU / Time series analysis / Econometrics / Statistics

The link between unemployment and inflation using Johansen’s co-integration approach and vector error correction modelling Sagaren Pillay* Statistics South Africa, Pretoria, South Africa Abstrac

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:11
257Econometrics / Estimating equations / Autoregressive conditional heteroskedasticity / Autoregressive conditional duration / Time series / Economic model / Outline of regression analysis / Time series analysis / Statistics / Estimation theory

Inference for generalized duration models A. Thavaneswaran Department of Statistics, University of Manitoba, Canada March 22, 2013

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
258Autoregressive conditional heteroskedasticity / Econometrics / Computational statistics / Monte Carlo methods / Estimation theory / Markov chain / Statistics / Markov models / Time series analysis

On the order fill rate in a multi-item, base-stock inventory

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Source URL: www.bm.ust.hk

Language: English - Date: 2007-11-20 04:00:00
259Economics / Volatility / Autoregressive conditional heteroskedasticity / Option / Implied volatility / Volatility smile / Mathematical finance / Financial economics / Finance

11 Resizing Risks Scanning price charts for channels has a bad reputation among economic theorists. Good traders do it anyway for the insight into uncertainty. It’s a secret of their success that shouldn’t stay secre

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 07:18:36
260Spatial econometrics / MATLAB / Vector autoregression / Heteroscedasticity / Econometric model / Regression Analysis of Time Series / Economic model / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Time series analysis

Spatial Econometrics James P. LeSage Department of Economics University of Toledo CIRCULATED FOR REVIEW December, 1998

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Source URL: www.spatial-econometrics.com

Language: English - Date: 2000-06-30 10:04:26
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