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Autoregressive conditional heteroskedasticity
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261	The Economic Society of Australia Inc. Proceedings of the 37th Australian Add to Reading List Source URL: www.ace08.com.au Language: English - Date: 2008-10-28 06:40:46 Time series analysis Econometrics Autoregressive conditional heteroskedasticity Covariance and correlation Time series Volatility Correlation and dependence Variance Stochastic volatility Statistics Mathematical finance Technical analysis
262	Dear 6430 students, We have discussed omega-squared as a less biased (than is eta-squared) estimate of the proportion of variance explained by the treatment variable in the population from which our sample data co Add to Reading List Source URL: core.ecu.edu Language: English Least squares Data analysis Variance Factor analysis Coefficient of determination Autoregressive conditional heteroskedasticity Analysis of variance Statistics Probability theory Statistical tests
263	If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate: Add to Reading List Source URL: personal.cityu.edu.hk Language: English - Date: 2011-11-11 01:56:56 Stochastic processes Fixed income analysis Interest rates Financial economics Economics Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Spline Statistics Mathematical finance Interpolation
264	Replicable Publication-Ready Model Output with R package apsrtable Implementation & Extension Guide Michael Malecki∗ Saturday 20th March, 2010 Add to Reading List Source URL: cran.r-project.org Language: English Software Economic model R Free software LaTeX Autoregressive conditional heteroskedasticity Regression analysis Statistics Econometrics Time series analysis
265	Geosci. Model Dev., 6, 45–55, 2013 www.geosci-model-dev.netdoi:gmd © Author(sCC Attribution 3.0 License. Geoscientific Add to Reading List Source URL: www.geosci-model-dev.net Language: English - Date: 2014-12-04 04:13:25 Econometrics Error Measurement Errors and residuals in statistics Observational error Autocorrelation Autoregressive conditional heteroskedasticity Gauss–Markov theorem Standard deviation Statistics Regression analysis Time series analysis
266	Modelling International Tourist Arrivals to the Five Major Spanish Destinations Álvares, G.1, S. Hoti 2 and M. McAleer 3 1 Research Department, Bank of Spain Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 20:08:12 Autonomous communities of Spain Autoregressive conditional heteroskedasticity Econometrics Time series analysis Spain Tourism Catalonia Castile Political geography Europe Geography
267	Algorithm 808: ARFIT—A Matlab Package for the Estimation of Parameters and Eigenmodes of Multivariate Autoregressive Models TAPIO SCHNEIDER New York University Add to Reading List Source URL: clidyn.ethz.ch Language: English - Date: 2003-03-19 14:41:06 Noise Econometrics Regression diagnostics Autoregressive conditional heteroskedasticity Time series RANSAC Least squares Autoregressive integrated moving average Partial autocorrelation function Statistics Time series analysis Regression analysis
268	Combining Jason-1 Altimetry & GRACE Time-Variable Gravity to Study Steric Sea Level Don P. Chambers The University of Texas, Center for Space Research chambers@csr utexas.edu [removed]as. Add to Reading List Source URL: wcrp.ipsl.jussieu.fr Language: English Data analysis Econometrics Time series analysis Variance Errors and residuals in statistics Autoregressive conditional heteroskedasticity Statistics Regression analysis Measurement
269	Working Paper/Document de travail[removed]The Effects of Oil Price Uncertainty on the Macroeconomy by Soojin Jo Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-12-18 11:11:22 Financial economics Economics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Risk Uncertainty Peak oil Real options valuation Mathematical finance Statistics Options
270	Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-10-03 11:18:20 Economics Autoregressive conditional heteroskedasticity Volatility Realized variance Valuation of options Option Variance swap Stochastic volatility Mathematical finance Financial economics Finance

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