Autoregressive conditional heteroskedasticity - PDFSEARCH.IO - Document Search Engine

Autoregressive conditional heteroskedasticity
Results: 926

#	Item
301 $Mathematical finance / Econometrics / Time series analysis / Financial economics / Autoregressive conditional heteroskedasticity / Autoregressive fractionally integrated moving average / Volatility / Economic model / Time series / Statistics / Economics / Finance$	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Time Series Properties of Liquidation Discount F. Chan a , J. Gould a , R. Singh a and J.W. Y Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:06:19 Mathematical finance Econometrics Time series analysis Financial economics Autoregressive conditional heteroskedasticity Autoregressive fractionally integrated moving average Volatility Economic model Time series Statistics Economics Finance
302	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:14 Parametric statistics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity T-statistic Statistics Time series analysis Econometrics
303	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 The Impact of Chinese Tourists on Volatility Size Effects and Stock Market Performance in Tai Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:06:20 Technical analysis Statistics Autoregressive conditional heteroskedasticity Econometrics Time series analysis Volatility Financial ratios Rate of return Stochastic volatility Mathematical finance Economics Finance
304	Communication Residual Radiocarbon in an Old-Earth Scenario Robert Rogland Add to Reading List Source URL: www.asa3.org Language: English - Date: 2010-08-18 15:46:53 Environmental isotopes Geochronology Carbon-14 Age of the Earth Radioactive decay Phanerozoic Statistical hypothesis testing Autoregressive conditional heteroskedasticity Mode Statistics Exponentials Isotopes of carbon
305	Persistence in the Banking Industry: Fractional integration and breaks in memory Working Papers 2014 Uwe Hassler \| Paulo M.M. Rodrigues \| Antonio Rubia Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2014-05-02 11:33:45 Mathematical finance Fractional calculus Econometrics Statistical dependence Autoregressive conditional heteroskedasticity Long-range dependency Volatility Autoregressive integrated moving average Differintegral Statistics Mathematical analysis Time series analysis
306	How Accurate are Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz* Graduate School of Management University of California, Irvine Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Financial risk Econometrics Time series analysis Actuarial science Autoregressive conditional heteroskedasticity Value at risk Vector autoregression Volatility Standard deviation Statistics Mathematical sciences Mathematical finance
307	Option Valuation under Stochastic Volatility With Mathematica Code Copyright µ 2000 by Alan L. Lewis All rights reserved. Except for the quotation of short passages for the purposes of criticism and review, no part of t Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-05-23 12:16:18 Finance Investment Volatility smile Volatility Implied volatility Black–Scholes Stochastic volatility Autoregressive conditional heteroskedasticity Local volatility Mathematical finance Financial economics Options
308	8. Electronic Supplementary Materials 8.1 Additional information about Methods[removed]Population data The geographical boundaries used when determining population estimates were, for the most part, those existing as at 19 Add to Reading List Source URL: static-content.springer.com Language: English Actuarial science Time series analysis Categorical data Generalized linear model Poisson regression Overdispersion Autoregressive conditional heteroskedasticity Seasonality Statistics Econometrics Regression analysis
309 $Multifractal system / Autoregressive conditional heteroskedasticity / Power law / Symbol / Q / Divergence / Statistics / Fractals / Hurst exponent$	Hydrol. Earth Syst. Sci., 16, 3249–3260, 2012 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Hydrology and Add to Reading List Source URL: www.hydrol-earth-syst-sci.net Language: English - Date: 2014-12-04 03:14:22 Multifractal system Autoregressive conditional heteroskedasticity Power law Symbol Q Divergence Statistics Fractals Hurst exponent
310	Its Table of Contents can be found at Add to Reading List Source URL: www2.isye.gatech.edu Language: English - Date: 2013-04-07 11:29:35 Regression analysis Multivariate statistics Actuarial science Homework Autoregressive conditional heteroskedasticity Multivariate analysis Linear regression Statistics Econometrics Statistical methods

UPDATE