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Autoregressive conditional heteroskedasticity
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41	Microsoft Word - re-essay Add to Reading List Source URL: www.statistics.du.se Language: English - Date: 2011-06-23 03:36:58 Statistical models Autoregressive conditional heteroskedasticity Regression analysis Partial autocorrelation function Time series Economic model Linear model SETAR Statistics Econometrics Time series analysis
42	Serie Banca Central N°XV Add to Reading List Source URL: www.bcentral.cl Language: English - Date: 2011-02-02 08:28:00 Data analysis Time series analysis Technical analysis Volatility Implied volatility Variance Standard deviation Autoregressive conditional heteroskedasticity Vector autoregression Statistics Mathematical finance Econometrics
43	Estimation of affine term structure models with spanned or unspanned stochastic volatility Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2015-01-12 11:52:18 Mathematical finance Bayesian statistics Maximum likelihood Expectation–maximization algorithm Likelihood-ratio test Stochastic volatility Autoregressive conditional heteroskedasticity Likelihood function Statistics Estimation theory Statistical theory
44	university of copenhagen d e pa rt m e n t o f b i o s tat i s t i c s Faculty of Health Sciences Add to Reading List Source URL: www.dsbs.dk Language: English - Date: 2015-03-16 11:49:49 Statistical methods Parametric statistics Statistical tests Analysis of variance Mixed model Variance Normal distribution Autoregressive conditional heteroskedasticity Statistics Econometrics Regression analysis
45	CREATES Research PaperNonlinear models for autoregressive conditional heteroskedasticity Timo Teräsvirta Add to Reading List Source URL: econ.au.dk Language: English - Date: 2011-09-21 09:13:16
46	CREATES Research PaperOn IGARCH and convergence of the QMLE for misspecified GARCH models Anders Tolver Jensen and Theis Lange School of Economics and Management Add to Reading List Source URL: www.econ.au.dk Language: English - Date: 2011-09-21 09:12:59 Options Autoregressive conditional heteroskedasticity Time series analysis Technical analysis Stochastic volatility Maximum likelihood Volatility GAUSS Stochastic differential equation Statistics Mathematical finance Econometrics
47	Modelling Changes in the Unconditional Variance of Long Stock Return Series Cristina Amado∗ University of Minho and NIPE Campus de Gualtar, Braga, Portugal Add to Reading List Source URL: creates.au.dk Language: English - Date: 2012-02-14 01:27:27 Autoregressive conditional heteroskedasticity Maximum likelihood Estimator Entailment Likelihood function Estimation theory Statistics Logic
48	ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:16:13 Statistics Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Realized kernel Realized variance Mathematical finance Financial economics Finance
49	Economics Discussion Paper EDP-0528 Nonlinearity in the Term Structure By Add to Reading List Source URL: www.socialsciences.manchester.ac.uk Language: English - Date: 2014-03-24 05:38:12 Fixed income analysis Mathematical finance Nonlinear system Yield curve Bond valuation Economic model Autoregressive conditional heteroskedasticity Linear model Nonlinear Schrödinger equation Statistics Financial economics Economics
50	Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting: the Case of GARCH Panels Cavit Pakely Department of Economics & Oxford-Man Institute University of Oxford Add to Reading List Source URL: creates.au.dk Language: English - Date: 2012-02-03 04:56:22 Statistical theory Econometrics Time series analysis Autoregressive conditional heteroskedasticity Maximum likelihood Estimator Bias of an estimator Bootstrapping Cramér–Rao bound Statistics Estimation theory Statistical inference