Autoregressive conditional heteroskedasticity

Results: 926



#Item
351Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Computational statistics / Gamma distribution / Prior probability / Markov chain Monte Carlo / Estimation theory / Statistics / Probability and statistics / Bayesian statistics

C ONTRIBUTED R ESEARCH A RTICLES 41 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

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Source URL: journal.r-project.org

Language: English - Date: 2010-12-30 17:20:09
352Tropical meteorology / El Niño-Southern Oscillation / Skewness / Normal distribution / Chaos theory / Autoregressive conditional heteroskedasticity / Kurtosis / Statistics / Atmospheric sciences / Physical oceanography

Microsoft Word - ExAbst177Manda1.0.doc

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Source URL: wcrp.ipsl.jussieu.fr

Language: English - Date: 2011-03-16 10:15:19
353Econometrics / Time series analysis / Literacy / Reading / Socioeconomics / Mission Robinson / Regression analysis / Autoregressive conditional heteroskedasticity / Information / Science / Statistics

A Response to Rosnick and Weisbrot Daniel Ortega and Francisco Rodríguez March 2008 In Rosnick and Weisbrothenceforth RW - argue that our results in Ortega and Rodríguez (2008) – henceforth OR - where we fo

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Source URL: frrodriguez.web.wesleyan.edu

Language: English - Date: 2008-03-27 16:44:42
354Statistical tests / Regression analysis / Two-way analysis of variance / Degrees of freedom / Errors and residuals in statistics / Autoregressive conditional heteroskedasticity / Sum of squares / Statistics / Analysis of variance / Design of experiments

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Source URL: www.biogeosciences.net

Language: English - Date: 2014-12-03 15:35:56
355Econometrics / Time series analysis / Autoregressive conditional heteroskedasticity / Autoregressive model / Spectral density / Volatility / Quantitative analyst / Integral transform / Covariance matrix / Statistics / Mathematical sciences / Mathematical finance

Notes on Spectral Implications of Security Market Data for Models of Dynamic Economies

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Source URL: web.missouri.edu

Language: English - Date: 2003-04-07 16:44:12
356Statistical theory / Econometrics / Time series analysis / Score test / Wald test / Likelihood-ratio test / Maximum likelihood / Fisher information / Autoregressive conditional heteroskedasticity / Statistics / Statistical tests / Estimation theory

The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note Author(s): A. Buse Reviewed work(s): Source: The American Statistician, Vol. 36, No. 3, Part 1 (Aug., 1982), pp[removed]Published by: America

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 22:25:26
357Transforms / Statistical models / Log-normal distribution / Normal distribution / Power transform / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Data analysis

IOTC–2012–WPTmT04–INF04 Received: 20 August, 2012 To: Working Part on Temperate Tuna From: Dr. Rishi Sharma, IOTC Stock Assessment Scientist Date: 18th August, 2012. Re: CPUE Standardizations for Japan for the Alba

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Source URL: www.iotc.org

Language: English - Date: 2014-09-02 02:47:27
358Statistics / Business cycle / Corporate finance / Economic model / Macroeconomic model / Autoregressive conditional heteroskedasticity / Monetary policy / Labour economics / Macroeconomics / Time series analysis / Economics

The initial location at the University of Vaasa, Finland http://lipas.uwasa.fi/~ts/publicat/CyclesAndGrowthEstim.pdf Salmi, Timo & Roy Dahlstedt & Martti Luoma[removed]Improving Firm-level Growth Estimates by Eliminating

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Source URL: lipas.uwasa.fi

Language: English - Date: 2009-04-15 05:57:35
359Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

2005 Best wishes for the whole year! National Orchid Gardens, Singapore 2004

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Source URL: www.zelmeroz.com

Language: English - Date: 2012-07-09 04:04:27
360Monetary policy / Real interest rate / Monetary inflation / Economic model / Autoregressive conditional heteroskedasticity / Macroeconomic model / Economics / Macroeconomics / Inflation

Documentos de trabajo Risk Matters: The Impact of Nominal Uncertainty in Chile Luis Ceballos Damián Romero

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Source URL: www.bcentral.cl

Language: English - Date: 2014-09-01 09:59:29
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