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Autoregressive conditional heteroskedasticity
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311	Understanding International Commodity Price Fluctuations; March 20—21, 2013, Washington, D.C. Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-03-19 15:54:56 Econometrics Statistical inference Hypothesis testing Unit root Stationary process Time series Autoregressive conditional heteroskedasticity Statistical hypothesis testing Resampling Statistics Time series analysis Statistical tests
312	University of California Department of Economics Doug Steigerwald Advanced Econometrics I Economics 245A Add to Reading List Source URL: world.std.com Language: English - Date: 2011-10-26 04:17:19 Fellows of the Econometric Society Regression analysis Econometrica Instrumental variable Daron Acemoğlu Autoregressive conditional heteroskedasticity Economic model Linear regression Kenneth D. West Econometrics Statistics Economics
313	Understanding International Commodity Price FluctuationsMarch 20—21, 2013, Washington, D.C. Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-03-26 18:20:20 Autoregressive conditional heteroskedasticity Economics Econometrics Time series analysis Futures contract
314	w ork i ng pap ers 1 \| 2014 AUTOREGRESSIVE AUGMENTATION OF MIDAS REGRESSIONS Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2014-05-22 12:33:39 Econometric models Noise Autoregressive model Distributed lag Autoregressive conditional heteroskedasticity Mixed data sampling Statistics Time series analysis Econometrics
315	On One-Sided Score Tests: An Application to Tests of GARCH Effects Zeng-Hua Lu ∗ Add to Reading List Source URL: www.unisa.edu.au Language: English - Date: 2013-05-16 21:49:20 Wald test Autoregressive conditional heteroskedasticity Score Likelihood-ratio test Entailment Likelihood function Z-test Statistics Statistical tests Estimation theory
316	Using Threshold Models to Characterize Selected Economic and Financial Time Series Data 1 Dr. Joselito C. Magadia 2 ABSTRACT Threshold autoregression (TAR) models constitute a class of models which belongs to a bigger cl Add to Reading List Source URL: www.bsp.gov.ph Language: English - Date: 2013-05-29 04:25:00 Dynamical systems Regression analysis Statistical models SETAR Autoregressive conditional heteroskedasticity Time series Partial autocorrelation function Recurrence plot Linear model Statistics Time series analysis Econometrics
317	PDF Document Add to Reading List Source URL: www.bsp.gov.ph Language: English - Date: 2012-06-19 05:42:36 Computational statistics Estimation theory Time series analysis Bootstrapping Resampling Autoregressive conditional heteroskedasticity Normal distribution Estimator Bootstrap aggregating Statistics Statistical inference Data analysis
318	財務及保險學系 Department of Finance and Insurance[removed]Course Title Add to Reading List Source URL: www.ln.edu.hk Language: English - Date: 2015-02-02 22:18:17 Heteroscedasticity Financial econometrics Linear regression Regression analysis Autoregressive conditional heteroskedasticity Time series Dummy variable Multicollinearity Statistics Econometrics Economics
319	Growth and Allocation of Resources in Economics: The Agent-Based Approach Enrico Scalasa,b, Mauro Gallegatic, Eric Guercid, David Mase, and Alessandra Tedeschif a Università del Piemonte Orientale, Italy Add to Reading List Source URL: arxiv.org Language: English - Date: 2006-08-23 05:38:14 Normal distribution Stochastic differential equation Central limit theorem Random walk Markov chain Power law Random variable Autoregressive conditional heteroskedasticity Probability distribution Statistics Stochastic processes Log-normal distribution
320	International transmission and volume effects in G5 stock market returns and volatility Sanvi Avouyi-Dovi and Eric Jondeau1 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:17:04 Volatility Economics Autoregressive conditional heteroskedasticity Implied volatility Volatility smile Mathematical finance Financial economics Finance

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