Autoregressive conditional heteroskedasticity

Results: 926



#Item
471Time series analysis / Covariance and correlation / Multivariate statistics / RiskMetrics / Variance / Vector autoregression / Autoregressive conditional heteroskedasticity / Covariance matrix / Covariance / Statistics / Econometrics / Data analysis

Statistics & Operations Research Transactions SORT[removed]January-June 2010, 21-44 ISSN: [removed]www.idescat.net/sort Statistics &

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Source URL: www.idescat.cat

Language: English - Date: 2010-11-29 02:39:03
472Finance / Volatility / Autoregressive conditional heteroskedasticity / World food price crisis / Financial market / Stochastic volatility / Volatility smile / Mathematical finance / Economics / Financial economics

SAFEGUARDING Food SECURITY in VOLATILE GLOBAL MARKETS Edited by Adam Prakash

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Source URL: www.fao.org

Language: English - Date: 2011-06-22 11:52:51
473Economics / Vector autoregression / Economic model / Threshold model / Shock / Autoregressive conditional heteroskedasticity / Endogeneity / Value at risk / Vars / Statistics / Econometrics / Time series analysis

Tomas Konecny and Oxana Babecka Kucharcukova Links Between the Financial and Real Sectors in SOE: The case of the Czech Republic Discussion by: Michal Rubaszek

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Source URL: www.cnb.cz

Language: English - Date: 2014-08-16 13:05:50
474Econometrics / New Keynesian economics / Time series analysis / Data analysis / Dynamic stochastic general equilibrium / Macroeconomic model / Vector autoregression / Parameter / Autoregressive conditional heteroskedasticity / Statistics / Macroeconomics / Economics

Working Paper No. 507 Estimating time-varying DSGE models using minimum distance methods Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates August 2014

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2014-08-22 11:52:46
475Microeconomics / Consumer theory / Elasticity of substitution / Production function / Dynamic stochastic general equilibrium / Generalized method of moments / Constant elasticity of substitution / Labour economics / Autoregressive conditional heteroskedasticity / Economics / Econometrics / Elasticity

Model of the United States economy with learing MUSEL

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Source URL: www.ecb.europa.eu

Language: English - Date: 2014-12-02 08:39:54
476Normal distribution / Logrank test / Autoregressive conditional heteroskedasticity / T-statistic / Hazard ratio / Statistics / Survival analysis / Econometrics

Statistics & Operations Research Transactions SORT[removed]January-June 2014, 73-88 ISSN: [removed]eISSN: [removed]www.idescat.cat/sort/

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Source URL: www.idescat.cat

Language: English - Date: 2014-06-12 07:29:40
477Measurement / Statistics / Time / Amount of substance / Physical chemistry / Numerical model of the Solar System / Time measurement / ΔT / Autoregressive conditional heteroskedasticity

Dimensions and Gravitational Waves Rutger van Haasteren (Jet Propulsion Lab)

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Source URL: cxc.harvard.edu

Language: English - Date: 2014-12-01 12:03:16
478Autoregressive conditional heteroskedasticity / Durbin–Watson statistic / Volatility / Heteroscedasticity / Errors and residuals in statistics / Unit root / Time series / Robert F. Engle / Tim Bollerslev / Statistics / Econometrics / Time series analysis

MODELING THE VOLATILITY OF THE BET-FI INDEX PhD Dan Ion GHERGUŢ „Titu Maiorescu” Univeristy - Bucharest PhD Bogdan OANCEA „Nicolae Titulescu” Univeristy - Bucharest

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Source URL: www.revistadestatistica.ro

Language: English - Date: 2014-02-03 05:49:02
479Statistical models / Time series analysis / Actuarial science / Autoregressive conditional heteroskedasticity / Economic model / Generalized linear model / Statistics / Regression analysis / Econometrics

New England Fishery Management Council 50 WATER STREET | NEWBURYPORT, MASSACHUSETTS 01950 | PHONE[removed] | E.F. “Terry” Stockwell III, Chairman | Thomas A. Nies, Executive Director FAX[removed]

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Source URL: s3.amazonaws.com

Language: English - Date: 2014-08-18 17:30:15
480Employment compensation / Autoregressive–moving-average model / Stochastic processes / Labour relations / Akaike information criterion / Box–Jenkins / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Time series / Statistics / Time series analysis / Noise

January 2007 Labor Estimates Methodology USDA NASS Research and Development Division Stephen Busselberg, Mathematical Statistician 3251 Old Lee Highway, Room 305 Fairfax, Virginia[removed]Phone: [removed], Ext. 141

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Source URL: nass.usda.gov

Language: English - Date: 2011-02-08 14:55:37
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