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Autoregressive conditional heteroskedasticity
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21	Time Adaptive Sketches (Ada-Sketches) for Summarizing Data Streams Anshumali Shrivastava Arnd Christian König Add to Reading List Source URL: research.microsoft.com Language: English - Date: 2016-02-11 06:56:56 Time series analysis Econometrics Autoregressive conditional heteroskedasticity Countmin sketch Range query Information retrieval Information science Computing
22	Microsoft Word - TEXT_update_MRS.doc Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:20 Mathematical finance Futures contract Autoregressive conditional heteroskedasticity Hedge Market risk Derivative Stock market index future Volatility Currency future Stochastic volatility Certificate in Quantitative Finance
23	Tests of Equal Accuracy for Nested Models with Estimated Factors Sílvia Gonçalves, Michael W. McCrackenyand Benoit Perronz September 14, 2015 Abstract In this paper we develop asymptotics for tests of equal predictive Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:21:34 Regression analysis Econometrics Estimation theory Parametric statistics Time series analysis Ordinary least squares Linear regression Asymptotic theory Central limit theorem Autoregressive conditional heteroskedasticity Distribution Autocorrelation
24	Evidence for Autoregressive Conditional Heteroskedastic errors in growth traits of beef cattle* Add to Reading List Source URL: www.archanimbreed.com Language: English - Date: 2016-01-06 06:20:57 Time series analysis Econometrics Autoregressive conditional heteroskedasticity Autoregressive conditional duration Heteroscedasticity Normal distribution Linear regression Least squares
25	Does it take volume to move electricity prices? Francesca Fontanak, Angelica Gianfreda x and Roberto Ren o September 21, 2006 We Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:22 Mathematical finance Technical analysis Econometrics Options Volatility Autoregressive conditional heteroskedasticity Electricity market Quantitative analyst
26	ECONOMETRIC ESTIMATION OF FORESIGHT: TAX POLICY AND INVESTMENT IN THE UNITED STATES Douglas G. Steigerwald and Charles Stuart* Abstract —We develop a method for measuring the foresight agents have. We first dichotomize Add to Reading List Source URL: econ.ucsb.edu Language: English - Date: 2011-06-16 18:28:57 Regression analysis Time series analysis Expected value Autoregressive conditional heteroskedasticity Instrumental variable Normal distribution Martingale Stochastic programming Separation of variables
27	The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study Robert W. Faff a * and Michael D. McKenzie a Abstract Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English Mathematical finance Technical analysis Econometrics Futures contract Autoregressive conditional heteroskedasticity Seasonality Volatility Stock market index future Futures exchange VIX
28	Microsoft PowerPoint - M. Corazza1, A.G. Malliaris2, E. Scalco1.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:57 Econometrics Time series analysis Time series models Financial risk Actuarial science Error correction model Heteroscedasticity Value at risk Autoregressive conditional heteroskedasticity Vector autoregression
29	General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Mathematical finance Stochastic volatility Volatility BlackScholes model Convexity Futures contract Autoregressive conditional heteroskedasticity Stochastic process Convex function Convex set
30	ISSN: Department of Economics and Management DEM Working Paper Series Add to Reading List Source URL: economia.unipv.it Language: English - Date: 2012-11-12 10:31:02 Econometrics Probability distributions Time series analysis Stable distributions Autoregressive conditional heteroskedasticity Normal distribution Skewness Heteroscedasticity Unobserved heterogeneity in duration models