Autoregressive conditional heteroskedasticity

Results: 926



#Item
341Bayesian statistics / Vector autoregression / Statistical theory / Economic model / Demand for money / Statistical inference / Autoregressive conditional heteroskedasticity / Regression analysis / A priori / Statistics / Econometrics / Time series analysis

Identifying Monetary Policy Shocks via Heteroskedasticity: a Bayesian Approach Dmitry Kulikov, Aleksei Netšunajev Working Paper Series

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Source URL: www.eestipank.ee

Language: English - Date: 2013-10-21 08:39:56
342Economics / Pay Commission / Zazaki language / Autoregressive conditional heteroskedasticity

A[removed]E.Il Government of India Ministry of Civil Aviation Directorate General of Civil Aviation F. No.

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Source URL: www.dgca.nic.in

Language: English - Date: 2015-01-20 10:37:44
343Autoregressive conditional heteroskedasticity / Wald test / Likelihood function / Score / F-test / Statistical power / Identifiability / Statistics / Estimation theory / Statistical tests

Working Paper[removed]On one-sided score tests: An application to tests of GARCH effects Zeng-Hua Lu Centre for Regulation and Market Analysis,

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Source URL: www.unisa.edu.au

Language: English - Date: 2013-07-28 19:26:17
344ADMB / Linear regression / Mathematical model / Statistical model / Linear model / Nonlinear regression / Robust regression / Autoregressive conditional heteroskedasticity / Least squares / Statistics / Regression analysis / Econometrics

An Introduction to AD MODEL BUILDER for Use in Nonlinear Modeling and Statistics Version[removed]) Revised manual[removed])

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Source URL: ftp.admb-project.org

Language: English - Date: 2015-01-07 15:48:18
345Economics / Volatility / Autoregressive conditional heteroskedasticity / News analytics / Black–Scholes / Markov chain / Economic model / Stochastic volatility / Markov switching multifractal / Mathematical finance / Statistics / Financial economics

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 News Sentiment And States of Stock Return Volatility: Evidence from Long Memory and Discrete

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:07:28
346Options / Economics / Technical analysis / Volatility / Stochastic volatility / Autoregressive conditional heteroskedasticity / Robert F. Engle / Black–Scholes / Valuation of options / Mathematical finance / Financial economics / Finance

Robert F. Engle - Nobel Lecture

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Source URL: www.nobelprize.org

Language: English - Date: 2013-10-18 06:45:51
347Time series analysis / Stochastic processes / Covariance and correlation / Stochastic volatility / Autoregressive conditional heteroskedasticity / Multivariate normal distribution / Markov chain / Gaussian process / Volatility / Statistics / Mathematical finance / Econometrics

Dynamic Correlations in Symmetric Multivariate SV Models

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:38:31
348Headaches / Autoregressive conditional heteroskedasticity / Analysis

Aspen Australia colour (CMYK)

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Source URL: headacheaustralia.org.au

Language: English - Date: 2013-12-16 17:43:24
349Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

2015 BILLBOARD DISPLAY PERIODS JANUARY FEBRUARY 1+2

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Source URL: www.goa.com.au

Language: English - Date: 2015-01-05 01:05:17
350Seasonality / Seasonal adjustment / Autoregressive integrated moving average / Time series / Autoregressive conditional heteroskedasticity / Volatility / X12 / Heraklion International Airport / Forecasting / Time series analysis / Statistics / Economics

Microsoft Word - 7b_bersales.doc

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Source URL: www.bsp.gov.ph

Language: English - Date: 2012-06-19 04:47:10
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