Autoregressive conditional heteroskedasticity

Results: 926



#Item
461Economics / Variance risk premium / Equity premium puzzle / VIX / Realized variance / Variance / Volatility / Implied volatility / Autoregressive conditional heteroskedasticity / Mathematical finance / Finance / Financial economics

The Variance Risk Premium Around the World

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Source URL: federalreserve.gov

Language: English - Date: 2013-05-09 13:48:18
462Time series analysis / Lookup table / Computer programming / Statistics / Computing / Autoregressive conditional heteroskedasticity / Econometrics

REFLECTIVE LUTS V5[removed]Terra) / V5[removed]Aqua) TIME DEPENDENT LUTS ONLY LUT NAME DIMENSIONS

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Source URL: mcst.gsfc.nasa.gov

Language: English - Date: 2015-01-05 12:43:34
463Time series analysis / Lookup table / Ion / Computer programming / Statistics / Computing / Autoregressive conditional heteroskedasticity / Econometrics

REFLECTIVE LUTS V6[removed]Terra) / V6[removed]Aqua) LUT NAME B2 6 _ B5 _ Corr_ Swit ch B2 6 _ B5 _ Corr B2 6 _ B5 _ Frame_ Offset DN_ obc_ avg_ first _ frame_ t o_ use

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Source URL: mcst.gsfc.nasa.gov

Language: English - Date: 2015-01-05 12:43:48
464Finance / Futures contract / Volatility / Natural gas storage / Natural gas prices / Autoregressive conditional heteroskedasticity / Natural gas / Volatility smile / VIX / Mathematical finance / Financial economics / Economics

Market Fundamentals and the Dynamics of Natural Gas Futures Volatility: An Augmented GARCH Approach

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Source URL: www.richmondfed.org

Language: English - Date: 2014-07-10 13:46:39
465Regression analysis / Elections / Time series analysis / Logistic regression / Autoregressive conditional heteroskedasticity / Logit / Democracy / Rwandan Genocide / Rwanda / Statistics / Categorical data / Econometrics

One-Sided Violence Against Civilians in War: Some Alternative Specifications This is an appendix for Kristine Eck & Lisa Hultman, 2007. “One-Sided Violence Against Civilians in War. Insights from New Fatality Data”,

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Source URL: www.pcr.uu.se

Language: English - Date: 2015-01-15 05:25:22
466Statistical models / Autoregressive conditional heteroskedasticity / Multilevel model / Economic model / Regression analysis / Statistics / Econometrics / Time series analysis

MTO Colloquium Tuesday, January 6 at 12:45 hrs in WZ 201 Dr. Ellen Hamaker (Utrecht University) ‘Studying lagged relationships: How to get it right’ Lagged relationships—that is, relations between variables measure

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Source URL: www.tilburguniversity.edu

Language: English - Date: 2014-12-23 06:48:32
467National accounts / Index numbers / Monetary policy / Price indices / Inflation / Autoregressive conditional heteroskedasticity / GDP deflator / Macroeconomic model / Deflator / Economics / Macroeconomics / Statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Trend Inflation in Advanced Economies

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Source URL: federalreserve.gov

Language: English - Date: 2014-05-05 15:37:31
468Akaike information criterion / Model selection / Autoregressive conditional heteroskedasticity / F-test / Statistics / Econometrics / Time series analysis

ResultsNE1rename052803a.out

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Source URL: www.federalreserve.gov

Language: English - Date: 2003-07-10 12:27:36
469Heteroscedasticity / Durbin–Watson statistic / Specification / Regression analysis / Autoregressive conditional heteroskedasticity / Normality test / Statistics / Econometrics / Dummy variable

What drove Irish Government bond yields during the crisis? David Purdue and Rossa White, September[removed]Introduction The Irish Government bond market has been exceptionally volatile in the seven years since the financ

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Source URL: www.ntma.ie

Language: English - Date: 2015-01-16 04:10:41
470Financial economics / Newedge Group / NewEdge / Autocorrelation / Volatility / Hedge fund / Autoregressive conditional heteroskedasticity / Trend following / Statistics / Time series analysis / Economics

This square root of time rule comes from the fact that the variance of the sum of a bunch of random, unrelated variables is equal to the sum of the variances of those same random, unrelated variables. And i we think that

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Source URL: www.newedge.com

Language: English - Date: 2014-02-27 21:39:06
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