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Autoregressive conditional heteroskedasticity
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421	Quality assurance of chemical analysis: classification, modeling and quantification of human errors Ilya Kuselman National Physical Laboratory of Israel, Jerusalem, Israel Add to Reading List Source URL: www.eurachem.org Language: English - Date: 2015-02-05 19:21:20 Survey methodology Human communication Sampling Pesticide Autoregressive conditional heteroskedasticity Statistics Measurement Error
422	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences
423	Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities) Add to Reading List Source URL: newyorkfed.org Language: English - Date: 2008-03-12 14:13:14 Statistics Bayesian statistics Dynamic stochastic general equilibrium Economic theories Prior probability Autoregressive conditional heteroskedasticity Macroeconomic model Normal distribution Parameter Macroeconomics Economics New Keynesian economics
424	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 03:45:57 Autoregressive–moving-average model Forecasting Autoregressive conditional heteroskedasticity Threshold model Time series Akaike information criterion Regression analysis Linear model Economic model Statistics Time series analysis SETAR
425	CESifo Working Paper no. 3063 Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2010-08-18 20:22:46 Statistics Volatility Autoregressive conditional heteroskedasticity Realized variance Volatility smile Implied volatility Mathematical finance Financial economics Finance
426	This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Consumer Instalment Credit and Economic Fluctuations Volume Author/Editor: Gottfried Haberler Volume Publish Add to Reading List Source URL: www.nber.org Language: English - Date: 2008-08-11 11:46:58 Time series analysis Economics Amortization Real estate Debits and credits Autoregressive conditional heteroskedasticity Business Accounting systems Econometrics
427	Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws Alexander M. Petersen,1 Fengzhong Wang,1 Shlomo Havlin,2, 1 and H. Eugene Stanley1 1 arXiv:1006.1882v2 [q- Add to Reading List Source URL: arxiv.org Language: English - Date: 2010-10-04 21:21:10 Economics Volatility Aftershock Black–Scholes Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Statistics
428	CESifo Working Paper no. 3063 Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2010-08-18 20:22:46 Statistics Volatility Autoregressive conditional heteroskedasticity Realized variance Volatility smile Implied volatility Mathematical finance Financial economics Finance
429	Dynamic Test Selection for Reconfigurable Diagnosis Mattias Krysander∗ , Fredrik Heintz† , Jacob Roll∗ , Erik Frisk∗ ∗ Dept. of Electrical Engineering, Link¨oping University, SE[removed]Link¨oping, Sweden Emai Add to Reading List Source URL: www.ida.liu.se Language: English - Date: 2011-05-25 06:00:54 Econometrics Time series analysis Numerical analysis Autoregressive conditional heteroskedasticity Least squares Residual Errors and residuals in statistics Degrees of freedom F-test Statistics Regression analysis Statistical tests
430	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance

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