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Autoregressive conditional heteroskedasticity
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381	The SFG Consulting report presents a simulation study designed to illustrate a relationship between the R2 statistic and the estimate of β Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:52:30 Estimation theory Statistical inference Parametric statistics Ordinary least squares Estimator Autoregressive conditional heteroskedasticity Capital asset pricing model Sample size determination Statistics Regression analysis Econometrics
382 $Mathematical sciences / Volatility / Stochastic volatility / Markov chain / Economic model / Normal distribution / Autoregressive conditional heteroskedasticity / Random walk / Markov switching multifractal / Statistics / Mathematical finance / Financial economics$	Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank Westerhoff Add to Reading List Source URL: www.uni-bamberg.de Language: English - Date: 2011-04-13 05:36:57 Mathematical sciences Volatility Stochastic volatility Markov chain Economic model Normal distribution Autoregressive conditional heteroskedasticity Random walk Markov switching multifractal Statistics Mathematical finance Financial economics
383	doi:[removed]j.physa[removed] Add to Reading List Source URL: www.uni-bamberg.de Language: English - Date: 2011-02-20 13:35:40 Finance Stock market Autoregressive conditional heteroskedasticity Econometrics Time series analysis Technical analysis Futures contract Volatility Inflation Economics Financial economics Mathematical finance
384	Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists Add to Reading List Source URL: www.uni-bamberg.de Language: English - Date: 2011-02-08 15:03:32 Mathematical finance International economics Stock market Autoregressive conditional heteroskedasticity Econometrics Exchange rate Economic model Technical analysis Volatility Economics Foreign exchange market Financial economics
385	Downloaded By: [University of Valencia] At: 08:25 21 March[removed]Applied Economics, 2007, 39, 663–674 Trend breaks in the research and development process Add to Reading List Source URL: www.uv.es Language: English - Date: 2007-03-21 04:43:45 Econometrics Macroeconomics Change detection Structural break Unit root Economic growth Autoregressive conditional heteroskedasticity Working time Time series analysis Statistics Economics
386	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:34:44 Mathematical finance Economics Financial economics RiskMetrics Autoregressive conditional heteroskedasticity Volatility Financial risk modeling Value at risk Historical simulation Statistics Financial risk Actuarial science
387	FOLLOW-UP NOTE ON MARKET STATE MODELS In an earlier note I outlined some of the available techniques used for modeling market states. The following is an illustration of how these techniques can be applied in practice. Add to Reading List Source URL: www.jonathankinlay.com Language: English - Date: 2013-08-16 18:52:04 Time series analysis Markov models Econometrics Markov chain Autoregressive conditional heteroskedasticity Errors and residuals in statistics Estimation theory Coefficient of determination Normal distribution Statistics Regression analysis Least squares
388	Review of Economics & Finance Submitted on 12/May/2011 Article ID: [removed][removed]Bahram Adrangi, Mary Allender and Kambiz Raffiee An Ex-Post Empirical Investigation of the Efficacy of Central Add to Reading List Source URL: www.bapress.ca Language: English - Date: 2011-09-13 23:53:18 Finance Options Foreign exchange market Macroeconomics International economics Fixed exchange-rate system Autoregressive conditional heteroskedasticity Implied volatility Foreign-exchange option Economics Mathematical finance Financial economics
389	Indian Journal of Fisheries 38 (2) : [removed], June[removed]Trend analysis in all-India mackerel catches using ARIMA models A NOBLE1 and T V SATHIANANDAN2 Add to Reading List Source URL: eprints.cmfri.org.in Language: English - Date: 2010-03-26 04:50:47 Autoregressive integrated moving average Box–Jenkins Moving-average model Time series Autoregressive conditional heteroskedasticity Autocorrelation Mackerel Autoregressive model Forecasting Statistics Time series analysis Partial autocorrelation function
390	Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard Add to Reading List Source URL: www.iaeng.org Language: English - Date: 2011-05-08 20:24:43 Financial economics Variance swap VIX Stochastic volatility Volatility Heston model Implied volatility Geometric Brownian motion Autoregressive conditional heteroskedasticity Mathematical finance Statistics Finance

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