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Autoregressive conditional heteroskedasticity
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31	Conditional alphas and realized betas Valentina Corradi University of Surrey Walter Distaso Imperial College London Marcelo Fernandes Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2013-10-30 04:30:11 Mathematical finance Econometrics Financial ratios Regression analysis Financial economics Beta Intertemporal CAPM Autoregressive conditional heteroskedasticity Alpha Wiener process Instrumental variable Expected value
32	Global oil prices and Chinese energy and resource stocks Add to Reading List Source URL: www.seec.surrey.ac.uk Language: English - Date: 2011-01-19 10:14:33 Economy Mathematical finance Finance Money Price of oil SEEC Autoregressive conditional heteroskedasticity Capital asset pricing model Volatility Energy industry
33	Is the reduction in output growth related to the increase in its uncertainty? The case of Italy MENELAOS KARANASOS Busines School Brunel University Add to Reading List Source URL: www.mkaranasos.com Language: English - Date: 2015-05-18 13:58:20 Mathematical finance Autoregressive conditional heteroskedasticity Econometrics Time series analysis Economic model Economic growth Volatility Real business-cycle theory Time series Causality Macroeconomics Standard deviation
34	A Copula Based GARCH Dependence Model of Shanghai and Shenzhen Stock Markets Authors: Huiling Wang∗and Xinhua Cai† Supervisor: Changli He D-level Essay in Statistics, June 2011 Add to Reading List Source URL: www.statistics.du.se Language: English - Date: 2011-06-19 18:20:18 Time series analysis Autoregressive conditional heteroskedasticity Econometrics Actuarial science Copula Time series Kurtosis Normal distribution Correlation and dependence Statistics Statistical dependence Mathematical finance
35	CURRICULUM VITAE OF LUC BAUWENS (June 15, 2015) Personal information BAUWENS Luc Born in Bukavu (Congo) on October 5, 1952 Add to Reading List Source URL: perso.uclouvain.be Language: English - Date: 2015-06-15 15:24:12 Autoregressive conditional heteroskedasticity Bayesian econometrics Financial econometrics Jacques Drèze Eric Ghysels Economics Econometrics Statistics
36	CENTRAL BANK OF ICELAND WORKING PAPERS No. 2 A MODEL OF INFLATION WITH VARIABLE TIME LAGS Add to Reading List Source URL: www.cb.is Language: English - Date: 2004-12-27 12:09:56 Inflation Time series analysis Estimation theory Parametric statistics Linear regression Autoregressive conditional heteroskedasticity Heteroscedasticity Consumer Price Index Monetary inflation Statistics Economics Econometrics
37	The diffusion of photovoltaic energy across countries: modelling choices and forecasts for national growth patterns * Add to Reading List Source URL: iea-etsap.org Language: English - Date: 2010-11-10 01:38:20 Innovation Diffusion Molecular diffusion Autoregressive conditional heteroskedasticity Business Economics Statistics Marketing Econometrics Bass diffusion model
38	H.1 Articles published in refereed journals PR = Peer Reviewed CO = Co-written with authors outside CREATES OA = Open Access 1 Add to Reading List Source URL: creates.au.dk Language: English - Date: 2015-06-14 03:11:40 Academia Neil Shephard Open access Autoregressive conditional heteroskedasticity Ole Barndorff-Nielsen Journal of Business & Economic Statistics Financial econometrics Economic model Volatility Econometrics Statistics Economics
39	Supplemental Appendix for “Out-of-Sample Comparisons of Overfit Models” Gray Calhoun∗ Iowa State University March 28, 2014 This appendix presents simulation results that accompany CalhounThe Add to Reading List Source URL: gray.clhn.org Language: English - Date: 2015-07-10 00:29:48 Econometrics Time series analysis Statistical power Statistical hypothesis testing Statistics Hypothesis testing Autoregressive conditional heteroskedasticity
40	Managing expectations and fiscal policy Anastasios G. Karantounias with Lars Peter Hansen and Thomas J. Sargent∗ October 6, 2009 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:49 Stochastic processes Multiplier Economic model Martingale Autoregressive conditional heteroskedasticity General equilibrium theory Statistics Game theory Macroeconomics