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Autoregressive conditional heteroskedasticity
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451	Microsoft Word - Asymmetry SNDE Forthcoming.doc Add to Reading List Source URL: home.gwu.edu Language: English - Date: 2009-10-13 18:33:59 Time series analysis Error Errors and residuals in statistics Measurement Normal distribution Real business cycle theory Random walk Multivariate normal distribution Autoregressive conditional heteroskedasticity Statistics Regression analysis Econometrics
452	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003 Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2003-09-17 16:30:33 Finance Autoregressive conditional heteroskedasticity Capital asset pricing model Arbitrage pricing theory Beta Tim Bollerslev Systematic risk Campbell Harvey Financial economics Mathematical finance Economics
453	Do Noisy Data Exacerbate Cyclical Volatility? Antulio N. Bomm Federal Reserve Board June[removed]Abstract Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2001-09-12 18:02:25 Statistics Autoregressive conditional heteroskedasticity Econometrics Time series analysis Productivity Volatility Noise Mathematical finance Technology Business
454	DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data Add to Reading List Source URL: www.econ.canterbury.ac.nz Language: English - Date: 2014-12-13 11:42:34 Dickey–Fuller test Cointegration Phillips–Perron test Unit root test Breusch–Godfrey test Distributed lag Unit root Autocorrelation Autoregressive conditional heteroskedasticity Statistics Time series analysis Statistical tests
455	M PRA Munich Personal RePEc Archive Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2014-12-08 12:46:12 Augmented Dickey–Fuller test Dickey–Fuller test Unit root F-test Autoregressive conditional heteroskedasticity Statistical hypothesis testing Sample size determination Statistics Time series analysis Statistical tests
456	Are Oil Shocks Inflationary? Asymmetric and Nonlinear Specifications versus Changes in Regime* Mark A. Hooker Federal Reserve Board, Stop 71 20th & C St., NW Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2001-09-12 18:03:25 Core inflation Macroeconomics Economic model Monetary inflation Price of petroleum Petroleum Autoregressive conditional heteroskedasticity Consumer price index Deflator Economics Inflation Phillips curve
457	MAGAZINE PRICES REVISITED Jonathan L. Willis DECEMBER 2001 RWP[removed]Research Division Add to Reading List Source URL: www.kansascityfed.org Language: English - Date: 2010-07-22 17:17:04 Categorical data Statistical models Economic model Autoregressive conditional heteroskedasticity Logistic regression Dummy variable Logit Statistics Regression analysis Econometrics
458	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
459	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Specification Analysis of Structural Credit Risk Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-11-17 14:39:00 Economics Merton Model Credit default swap Black–Scholes Option Derivative Autoregressive conditional heteroskedasticity Volatility Model risk Financial economics Mathematical finance Finance
460	Alternative Estimates of the Presidential Premium Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2005-01-03 12:14:52 Mathematical finance Estimation theory Autoregressive conditional heteroskedasticity Volatility Estimator Heteroscedasticity Statistics Econometrics Time series analysis

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