Autoregressive conditional heteroskedasticity

Results: 926



#Item
371Economics / VIX / Implied volatility / Volatility / Variance swap / Black–Scholes / Chicago Board Options Exchange / Option / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Finance

Volatility and Skewness Indices Using State-Preference Pricing

Add to Reading List

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

Language: English - Date: 2015-02-05 19:45:41
372Akaike information criterion / Model selection / Viterbi algorithm / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Error detection and correction

Systematic southern hemisphere regime identification in NCEP reanalysis and ACCESS AMIP data sets Terence O’Kane* James Risbey* Christian Franzke#

Add to Reading List

Source URL: www.cawcr.gov.au

Language: English - Date: 2011-08-18 22:00:26
373Autoregressive conditional heteroskedasticity / Summation / Mathematics / Economics / Technology / Transportation planning / Trip generation / Travel behavior

THE TRAVEL AND ACTIVITY STRUCTURE OF AUSTRALIAN CITIES: TRANSPORT PLANNING SURVEYS M.R. WIGAN Australian Road Research Board ABSTRACT.:

Add to Reading List

Source URL: www.atrf.info

Language: English - Date: 2011-12-20 18:57:14
374Mathematical finance / Autoregressive conditional heteroskedasticity / Statistical forecasting / Noise / Autoregressive integrated moving average / Forecasting / Box–Jenkins / Time series / Moving-average model / Statistics / Time series analysis / Econometrics

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 The performance of hybrid ARIMA-GARCH modeling in forecasting gold price S.R. Yaziza, N.A. Az

Add to Reading List

Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:06:15
375Education / NAPLAN / Autoregressive conditional heteroskedasticity

PDF Document

Add to Reading List

Source URL: www.schools.nsw.edu.au

Language: English - Date: 2014-12-02 18:39:26
376Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

U.S. Product Taxability – 2011 Sabrix Inc., Proprietary and Confidential Legend: E = Exempt, T = Taxable,

Add to Reading List

Source URL: apps.cybersource.com

Language: English - Date: 2011-10-14 13:07:47
377Natural philosophy / Structural engineering / Earthquake engineering / Earthquakes / Discrete element method / Kinematics / Structural dynamics / Vibration / Autoregressive conditional heteroskedasticity / Physics / Classical mechanics / Physical quantities

EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS Earthquake Engng Struct. Dyn. 2007; 36:2119–2136 Published online 5 June 2007 in Wiley InterScience (www.interscience.wiley.com). DOI: [removed]eqe.719 Failure of masonry a

Add to Reading List

Source URL: www.tu-braunschweig.de

Language: English - Date: 2014-02-21 06:45:11
378Shire of Dalwallinu / Wheatbelt / Containers / Paperboard / Autoregressive conditional heteroskedasticity / Carton / Paper / Printing / Technology

Shire of Dalwallinu Recycling Calendar[removed]July 2014 S

Add to Reading List

Source URL: www.dalwallinu.wa.gov.au

Language: English - Date: 2014-12-10 03:19:03
379Finance / Financial ratios / Financial markets / Capital asset pricing model / Beta / Fama–French three-factor model / Cost of equity / Alpha / Autoregressive conditional heteroskedasticity / Financial economics / Economics / Mathematical finance

Microsoft Word - AA10-CR[removed]01B JGN Letter - Public submission to AER on ActewAGL draft decision on WACC.doc

Add to Reading List

Source URL: www.aer.gov.au

Language: English - Date: 2012-08-27 17:56:31
380Missouri / Bi-State Development Agency / Gateway Arch / Autoregressive conditional heteroskedasticity

Blocks Advertised for Lease - October[removed]November 1951.

Add to Reading List

Source URL: www.archives.act.gov.au

Language: English - Date: 2014-05-26 01:30:20
UPDATE