Autoregressive conditional heteroskedasticity

Results: 926



#Item
391Ergodic theory / Regression analysis / Signal processing / Ergodic process / Autoregressive conditional heteroskedasticity / Lyapunov exponent / Martingale / Ergodicity / Instrumental variable / Statistics / Stochastic processes / Econometrics

The Form of the Optimal Nonlinear Instrument for Multiperiod Conditional Moment Restrictions by Stanislav Anatolyev* New Economic School, Moscow Phone: +[removed]

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Source URL: pages.nes.ru

Language: English - Date: 2005-03-19 15:03:36
392Econometrics / Statistical inference / Time series analysis / Estimator / Autoregressive conditional heteroskedasticity / M-estimator / Autocorrelation / Fixed effects model / Ordinary least squares / Statistics / Estimation theory / Regression analysis

THE MAXWELL SCHOOL CENTER FOR RESEARCH W O R K I N G

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Source URL: www.maxwell.syr.edu

Language: English - Date: 2014-12-22 13:50:31
393Markov chain / Autoregressive conditional heteroskedasticity / Statistics / Markov processes / Markov models

American Option Pricing in a Markov Chain Market Model Robert J. Elliott School of Mathematical Sciences, University of Adelaide, Australia.

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-01 14:09:50
394Time series analysis / XT / Volatility clustering / Correlation and dependence / Economics / Statistics / Autoregressive conditional heteroskedasticity / Econometrics

GARCH Intensity Models for Asset Price and Their Application to Option Valuation Geon Ho Choe Kyungsub Lee

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 08:46:58
395Rain / Autoregressive conditional heteroskedasticity / Errors-in-variables models / Normal distribution / Statistics / Econometrics / Precipitation

Microsoft Word - trs-cover.doc

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2007-03-05 18:46:59
396Time series analysis / Econometrics / Deviance information criterion / Autoregressive conditional heteroskedasticity / Graphical model / Statistics / Bayesian statistics / Statistical models

Hierarchical Bayesian Models and their Implementation in Multivariate Disease Mapping Modelli Bayesiani gerarchici per l’analisi multivariata della distribuzione geografica del rischio di malattia Sudipto Banerjee, Xia

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Source URL: cab.unime.it

Language: English - Date: 2010-04-13 05:39:24
397Compartmental models in epidemiology / Scientific modeling / Epidemic model / Stochastic differential equation / Autoregressive conditional heteroskedasticity / Influenza / Mixing / Statistics / Epidemiology / Stochastic processes

Dargatz, Georgescu, Held: Stochastic modelling of the spatial spread of influenza in Germany Sonderforschungsbereich 386, Paper[removed]Online unter: http://epub.ub.uni-muenchen.de/

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Source URL: epub.ub.uni-muenchen.de

Language: English - Date: 2012-05-22 04:46:49
398Autoregressive integrated moving average / SPSS / Econometrics / Partial autocorrelation function / Time series / Autoregressive conditional heteroskedasticity / Moving-average model / Unemployment / Statistics / Time series analysis / Noise

TIME SERIES ANALYSIS AND TRENDS BY USING SPSS PROGRAMME RADMILA KOCURKOVÁ Silesian University in Opava School of Business Administration in Karviná Department of Mathematical Methods in Economics

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Source URL: www.opf.slu.cz

Language: English - Date: 2001-01-04 10:42:36
399Autoregressive conditional heteroskedasticity / Copula / Distribution / Statistics / Mathematical analysis / Survival analysis

Journal of Reliability and Statistical Studies; ISSN (Print): [removed], (Online):[removed]Vol. 5, Issue Special (2012): 63-82 AGEING AND RISK ASPECTS IN PREDICTIVE INFERENCE BASED ON PROPORTIONAL HAZARD MODELS

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Source URL: www.jrss.in

Language: English - Date: 2012-05-07 12:14:13
400Mathematical finance / Economics / Financial economics / RiskMetrics / Autoregressive conditional heteroskedasticity / Volatility / Financial risk modeling / Value at risk / Historical simulation / Statistics / Financial risk / Actuarial science

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

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Source URL: www.econstor.eu

Language: English - Date: 2013-05-22 03:34:44
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