Autoregressive conditional heteroskedasticity

Results: 926



#Item
271Finance / Variance / Skewness / Capital asset pricing model / Volatility / Risk-neutral measure / Risk premium / Risk / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium

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Source URL: www.federalreserve.gov

Language: English - Date: 2015-04-03 13:10:06
272Fellows of the Econometric Society / Econometrics / Mathematical finance / Autoregressive conditional heteroskedasticity / Clive Granger / Robert F. Engle / Cointegration / Granger causality / Time series / Time series analysis / Statistics / Economics

Microsoft Word - ~[removed]doc

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Source URL: www.hkss.org.hk

Language: English - Date: 2010-01-07 03:19:21
273United States housing bubble / Investment / Yield curve / Mortgage loan / Option / Economic model / Bond / Autoregressive conditional heteroskedasticity / Retirement / Economics / Financial economics / Fixed income market

Financial planning for young households∗ Anne Marie B. Pedersen† Alex Weissensteiner‡ Rolf Poulsen

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Source URL: www.math.ku.dk

Language: English - Date: 2012-08-20 14:41:00
274Actuarial science / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Copula / Volatility / RiskMetrics / Financial market / Quantitative analyst / Statistics / Mathematical finance / Mathematical sciences

The International Journal of R Business and Finance ESEARCH

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 03:09:16
275Financial economics / Markov chain / Maximum likelihood / Stochastic volatility / Volatility / Credit default swap / Autoregressive conditional heteroskedasticity / Mathematical finance / Statistics / Mathematical sciences

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models

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Source URL: federalreserve.gov

Language: English - Date: 2015-02-02 13:08:56
276Autoregressive integrated moving average / Forecasting / Autoregressive conditional heteroskedasticity / Economic model / Box–Jenkins / Macroeconomic model / Time series / Linear regression / Regression analysis / Statistics / Econometrics / Time series analysis

Global Journal of Research Business VOLUME 7

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 02:54:06
277Economics / Econometrics / Technical analysis / Options / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Time series / Economic model / Statistics / Mathematical finance / Time series analysis

2012 | 09 Working Paper Norges Bank Research The macroeconomic forecasting performance

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Source URL: www.norges-bank.no

Language: English - Date: 2012-10-09 09:15:54
278Econometrics / Parametric statistics / Time series analysis / Linear regression / Autoregressive conditional heteroskedasticity / Fisher information / Ordinary least squares / Maximum likelihood / Kalman filter / Statistics / Estimation theory / Regression analysis

Microsoft Word - DYNAMIC CONDITIONAL BETA[removed]

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Source URL: vlab.stern.nyu.edu

Language: English - Date: 2015-03-10 14:57:19
279Noise / Estimation theory / Regression analysis / Forecasting / Linear regression / Autoregressive model / Autoregressive conditional heteroskedasticity / Autoregressive–moving-average model / Linear prediction / Statistics / Econometrics / Time series analysis

Electric power load forecasting using periodic piece-wise linear models This is an English translation. The original version is in Swedish. Examine thesis in control theory,

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Source URL: hem.fyristorg.com

Language: English - Date: 2002-08-28 07:09:14
280Time series analysis / Parametric statistics / Estimation theory / Normal distribution / Linear least squares / Autoregressive conditional heteroskedasticity / Maximum likelihood / Unit root / Least squares / Statistics / Econometrics / Regression analysis

Testing for a unit root in noncausal autoregressive models

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Source URL: www.suomenpankki.fi

Language: English - Date: 2013-11-20 06:24:19
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