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Autoregressive conditional heteroskedasticity
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291	The International Journal of R Business and Finance ESEARCH Add to Reading List Source URL: www.theibfr.com Language: English - Date: 2013-09-06 03:08:08 Time series analysis Estimation theory Parametric statistics Quantile regression Linear regression Quantile Vector autoregression Normal distribution Autoregressive conditional heteroskedasticity Statistics Econometrics Regression analysis
292	150 years of financial market volatility - BIS Quarterly Review, part 7, September 2006 Add to Reading List Source URL: www.bis.org Language: English - Date: 2006-09-10 18:00:00 Economics Volatility Implied volatility Bond market Autoregressive conditional heteroskedasticity Volatility smile Local volatility Mathematical finance Financial economics Finance
293	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Extreme Movements of the Major Currencies traded in Australia Chow-Siing Siaa, Felix Chana Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:05:56 Time series analysis Actuarial science Autoregressive conditional heteroskedasticity Financial risk Foreign exchange market Volatility Vector autoregression Value at risk Variance Statistics Mathematical finance Econometrics
294	arch Documentation Release 3.0 Kevin Sheppard March 30, 2015 Add to Reading List Source URL: media.readthedocs.org Language: English - Date: 2015-03-30 18:06:56 Statistics Autoregressive conditional heteroskedasticity Technical analysis Economics Volatility Mathematical sciences Economic model Covariance and contravariance Stochastic volatility Mathematical finance Econometrics Time series analysis
295	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Identifying Efficient Exchange Rate Dynamics from Noisy Data Felix Chan a Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:10 Time series analysis Foreign exchange market Cointegration Forward exchange rate Unit root Autoregressive conditional heteroskedasticity Exchange rate Economic model Central limit theorem Economics Statistics Econometrics
296	Estudos e Documentos de Trabalho Working Papers 11 \| 2010 THE EFFECTS OF ADDITIVE OUTLIERS AND MEASUREMENT ERRORS WHEN TESTING FOR STRUCTURAL BREAKS IN VARIANCE Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2013-06-05 12:33:04 Estimation theory Statistical theory Time series analysis Unit root Autoregressive conditional heteroskedasticity Estimator Asymptotic theory Consistent estimator Variance Statistics Econometrics Statistical inference
297	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Modelling the Relationship between Duration and Magnitude of Changes in Asset Prices F. Chan Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:05:49 Mathematical finance Econometrics Autoregressive conditional heteroskedasticity Estimation theory Normal distribution Volatility Autoregressive conditional duration Log-normal distribution Maximum likelihood Statistics Logic Time series analysis
298	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Volatility spillovers for stock returns and exchange rates of tourism firms in Taiwan C.-L. C Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:12 Stock market Economics Financial risk Financial ratios Autoregressive conditional heteroskedasticity Econometrics Volatility Rate of return Stock market index Mathematical finance Financial economics Finance
299	The Distribution of Wealth with Uncertain Income Ian Irvine and Susheng Wang¤ December 2001 Add to Reading List Source URL: home.ust.hk Language: English - Date: 2014-09-25 07:39:16 Income distribution Macroeconomics Index numbers Welfare economics Economic inequality Wealth Exponential utility Autoregressive conditional heteroskedasticity Pareto distribution Economics Statistics Socioeconomics
300	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Challenges for including error updating in real-time hydrological error models M. Li a, Q.J. Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:18:42 Error Measurement Statistical theory Errors and residuals in statistics Forecasting GLUE Gauss–Markov theorem Autoregressive conditional heteroskedasticity Error analysis Statistics Time series analysis Regression analysis

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