Autoregressive conditional heteroskedasticity

Results: 926



#Item
501Autoregressive conditional heteroskedasticity / Statistics / Software development / Video game development / Electronic Arts / Entertainment Software Association

Microsoft Word - Discussion.doc

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2003-12-10 12:54:54
502Inflation / Persistence / Time series / Autoregressive conditional heteroskedasticity / Data analysis / Science / Computing / Econometrics / Economics

Microsoft PowerPoint - discussion ciccarelli.ppt [Read-Only]

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2004-12-15 10:06:35
503Statistical tests / Noise / Autoregressive conditional heteroskedasticity / Economic model / Autoregressive model / Linear model / Nonlinear system / Likelihood-ratio test / Statistics / Time series analysis / Econometrics

Discussion Paper Series Business Cycle Linkages for the G7 Countries: Does the US Lead the World? By Denise R Osborn, Pedro J Perez and Marianne Sensier

Add to Reading List

Source URL: www.ses.man.ac.uk

Language: English - Date: 2005-05-03 11:27:58
504Econometrics / EViews / Vector autoregression / Forecasting / Clive Granger / OxMetrics / Cointegration / Unit root test / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Economics

Microsoft Word - Reading List JV - MF14. 10 Final.docx

Add to Reading List

Source URL: www.jvi.org

Language: English - Date: 2014-08-13 02:23:34
505Autoregressive 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

Add to Reading List

Source URL: www.revistadestatistica.ro

Language: English - Date: 2013-09-27 04:17:20
506Estimation theory / Estimator / Statistical inference / Unit root / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Econometrics

USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2004-11-29 08:12:02
507Mathematics / Econometrics / Statistical tests / Unit root / Vector space / Time series / Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Algebra / Statistics / Time series analysis

Testing for Seasonal Unit Roots

Add to Reading List

Source URL: www.ses.man.ac.uk

Language: English - Date: 2005-04-08 11:48:09
508Time series analysis / DNA replication / Klenow fragment / Inflation / Autoregressive conditional heteroskedasticity / Euro / Price index / Monetary inflation / Economic model / Economics / Statistics / Econometrics

Measuring the importance of the uniform nonsynchronization hypothesis

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:33:26
509Financial risk / Financial economics / Mathematical finance / Data analysis / Autoregressive conditional heteroskedasticity / Time series analysis / Variance / Diversification / Sensitivity analysis / Statistics / Econometrics / Economics

Sensitivity analysis of volatility: a new tool for risk management

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:05
510Time series analysis / Language / Heteroscedasticity / Homoscedasticity / K / RWI Essen / Classical compound / Autoregressive conditional heteroskedasticity / Greek alphabet / Linguistics / Statistics / Econometrics

RUHR ECONOMIC PAPERS Alfredo R. Paloyo When Did We Begin to Spell

Add to Reading List

Source URL: www.rwi-essen.de

Language: English - Date: 2011-12-13 07:37:46
UPDATE