Autoregressive conditional heteroskedasticity

Results: 926



#Item
281Time series analysis / Regression analysis / Vector autoregression / Economic model / Autoregressive conditional heteroskedasticity / Least squares / Instrumental variable / Statistics / Econometrics / Economics

BANCO CENTRAL DE RESERVA DEL PERÚ Trade linkages and growth in Latin America: A time-varying SVAR approach Diego Winkelried* y Miguel Angel Saldarriaga* * Banco Central de Reserva del Perú

Add to Reading List

Source URL: www.bcrp.gob.pe

Language: English - Date: 2012-04-23 11:21:11
282Regression analysis / Elections / Time series analysis / Logistic regression / Autoregressive conditional heteroskedasticity / Logit / Democracy / Rwandan Genocide / Rwanda / Statistics / Categorical data / Econometrics

One-Sided Violence Against Civilians in War: Some Alternative Specifications This is an appendix for Kristine Eck & Lisa Hultman, 2007. “One-Sided Violence Against Civilians in War. Insights from New Fatality Data”,

Add to Reading List

Source URL: www.pcr.uu.se

Language: English - Date: 2014-10-06 07:51:40
283Statistical inference / Econometrics / Non-parametric statistics / Efficient-market hypothesis / Autoregressive conditional heteroskedasticity / Heteroscedasticity / Random walk hypothesis / Normal distribution / Technical analysis / Statistics / Statistical tests / Time series analysis

Global Journal of Research Business VOLUME 7

Add to Reading List

Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 02:54:52
284Bioinformatics / Technical analysis / Mathematical finance / Markov chain / Volatility / Hidden Markov model / Continuous function / Forecasting / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Time series analysis

Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

Add to Reading List

Source URL: profs.sci.univr.it

Language: English - Date: 2011-10-29 18:01:37
285Time series analysis / Mathematical sciences / Economics / Actuarial science / Autoregressive conditional heteroskedasticity / Financial risk / Volatility / Value at risk / Economic model / Statistics / Mathematical finance / Econometrics

Microsoft Word[removed]Medel1.doc

Add to Reading List

Source URL: journal.fsv.cuni.cz

Language: English - Date: 2015-01-31 16:40:58
286Finance / 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

Add to Reading List

Source URL: federalreserve.gov

Language: English - Date: 2015-04-03 13:10:06
287Financial economics / Economics / Autoregressive conditional heteroskedasticity / Memory / Mathematical finance / Statistics / Volatility

AGGREGATION OF SHORT-MEMORY PROCESSES, THE VOLATILITY OF STOCK MARKET RETURN INDICES AND LONG MEMORY Michelle L. Barnes Working Paper 98-10

Add to Reading List

Source URL: www.economics.adelaide.edu.au

Language: English - Date: 2014-08-10 21:21:47
288Statistical tests / Research methods / Systematic review / Meta-analysis / Analysis of variance / Variance / Effect size / Autoregressive conditional heteroskedasticity / Statistics / Medical statistics / Design of experiments

Applied topics: Moderator analyses: Categorical models and Meta-regression Ryan Williams Former Managing Editor, Methods Coordinating Group

Add to Reading List

Source URL: www.campbellcollaboration.org

Language: English - Date: 2013-06-10 06:57:34
289Economics / Time series analysis / Technical analysis / Financial risk / Covariance and correlation / Autocorrelation / Autoregressive conditional heteroskedasticity / Stock market / Volatility / Statistics / Mathematical finance / Financial economics

Microsoft Word - japan-JBfinal.doc

Add to Reading List

Source URL: bschool.nus.edu

Language: English - Date: 2005-02-23 04:52:32
290Statistics / Statistical natural language processing / Tf*idf / Relevance feedback / Economic model / Language model / Autoregressive conditional heteroskedasticity / Expectation–maximization algorithm / Query expansion / Information science / Information retrieval / Science

A Theoretical Analysis of Pseudo-Relevance Feedback Models Stéphane Clinchant Eric Gaussier

Add to Reading List

Source URL: ama.liglab.fr

Language: English - Date: 2013-07-08 04:02:51
UPDATE