Autoregressive conditional heteroskedasticity

Results: 926



#Item
401Stochastic volatility / Volatility / Heston model / SVJ / Autoregressive conditional heteroskedasticity / Estimation theory / Markov chain / Normal distribution / Mathematical finance / Statistics / Mathematical sciences

Motivation Model and Estimation Data Set

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-25 09:57:31
402Financial economics / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Brownian motion / Variance swap / Mathematical finance / Statistics / Finance

Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-06 12:17:15
403Economics / Capital asset pricing model / Beta / Autoregressive conditional heteroskedasticity / Volatility / Rational pricing / Standard deviation / Fama–French three-factor model / Intertemporal CAPM / Mathematical finance / Financial economics / Statistics

Microsoft Word - Guo_rfs_6449_r1.doc

Add to Reading List

Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2006-10-20 12:29:15
404Econometrics / Control engineering / Nonlinear control / Adaptive control / Backstepping / PID controller / Regression analysis / Parameter / Autoregressive conditional heteroskedasticity / Systems theory / Control theory / Cybernetics

Hindawi Publishing Corporation Abstract and Applied Analysis Volume 2013, Article ID[removed], 16 pages http://dx.doi.org[removed][removed]Research Article

Add to Reading List

Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 18:56:09
405Hypothesis testing / Analysis of variance / Statistical inference / Null hypothesis / Variance / Null / Autoregressive conditional heteroskedasticity / F-test / ANOVA on ranks / Statistics / Design of experiments / Statistical tests

Microsoft PowerPoint - singlefactoranova.pptx

Add to Reading List

Source URL: sonoma.edu

Language: English - Date: 2012-11-25 13:14:10
406Quantum mechanics / Markov processes / Markov models / Propagator / Semigroup / Autoregressive conditional heteroskedasticity / Stochastic process / Heat equation / Markov property / Statistics / Physics / Quantum field theory

Time evolution, correlations, and linear response of non-Markov processes

Add to Reading List

Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-07-07 04:42:23
407Time series analysis / Privacy / Ethics / Autoregressive conditional heteroskedasticity / Econometrics

ℓ-Diversity: Privacy Beyond k-Anonymity ASHWIN MACHANAVAJJHALA DANIEL KIFER JOHANNES GEHRKE MUTHURAMAKRISHNAN VENKITASUBRAMANIAM Department of Computer Science, Cornell University

Add to Reading List

Source URL: www.cs.cornell.edu

Language: English - Date: 2007-02-07 09:29:40
408Vector autoregression / Forecasting / Regression analysis / Unit root / Confidence interval / Autoregressive conditional heteroskedasticity / Economic model / Loss function / Euro Interbank Offered Rate / Statistics / Econometrics / Time series analysis

CENTER FOR QUANTITATIVE METHODS AND SURVEY RESEARCH

Add to Reading List

Source URL: www.uni-konstanz.de

Language: English - Date: 2010-03-01 17:43:19
409Psychometrics / Statistical inference / Hypothesis testing / Variance / Autoregressive conditional heteroskedasticity / Conditional variance / Statistical hypothesis testing / Statistics / Econometrics / Time series analysis

An Empirical Investigation of the Accuracy of a Step-Up Method for Estimating Test Score Conditional Variances

Add to Reading List

Source URL: act.org

Language: English - Date: 2015-01-06 13:08:24
410Declarant / Peace / Arch / Autoregressive conditional heteroskedasticity / Ethics / Bi-State Development Agency / Gateway Arch

Southern Campaign American Revolution Pension Statements & Rosters Pension Application of John Peace S38299 Transcribed and annotated by C. Leon Harris Georgia } M onroe County }

Add to Reading List

Source URL: revwarapps.org

Language: English - Date: 2012-03-11 16:08:46
UPDATE