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Autoregressive conditional heteroskedasticity
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561	Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital ˇ ˇ PASTOR, ´ Add to Reading List Source URL: www.lsvasset.com Language: English - Date: 2009-04-03 12:53:38 Finance Volatility Capital asset pricing model Beta Variance Autoregressive conditional heteroskedasticity Implied volatility Normal distribution Risk-neutral measure Mathematical finance Financial economics Statistics
562	Short Tons per Hour . . . . . . . . . . . . . . . . . . . . . . . . . . . D Metric Tons per Hour Add to Reading List Source URL: health.hawaii.gov Language: English - Date: 2013-06-20 22:29:25 Hypothesis testing Statistical tests Waste management Cement kiln Incineration F-test Statistic T-statistic Autoregressive conditional heteroskedasticity Statistics Chemical engineering Industrial furnaces
563	Regime switches in volatility and correlation of financial institutions Kris Boudt, Jon Danielsson, Siem Jan Koopman and Andre Lucas R/Finance May 17, 2013 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-17 16:13:12 Finance Volatility VIX Autoregressive conditional heteroskedasticity Mathematical finance Statistics Financial economics
564	Dealing with Stochastic Volatility in Time Series Using the R Package stochvol Gregor Kastner WU Vienna University of Economics and Business Abstract Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-10-16 17:02:58 Bayesian statistics Options Normal distribution Volatility Stochastic volatility Markov chain Monte Carlo Hyperparameter Autoregressive conditional heteroskedasticity Markov chain Statistics Mathematical finance Markov models
565	Using Efficiency Tests to Reduce Revisions in Panel Data: The Case of Wage and Salary Estimates for U.S. States Jeremy J. Nalewaik WP2004-09 First draft: November 2004 Add to Reading List Source URL: faq.bea.gov Language: English - Date: 2011-05-23 12:29:00 Time series analysis Data analysis Analysis of variance Weighted mean Mean Variance Autoregressive conditional heteroskedasticity Simple linear regression Errors and residuals in statistics Statistics Econometrics Regression analysis
566	R/Finance 2013 Applied Finance with R May 17th and 18th, 2013, at the University of Illinois at Chicago Friday, May 17th, 2013 8:00 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-29 22:13:12 Economics Technical analysis Volatility Trading strategy Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Statistics
567	JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Book Review II. http://www.jstatsoft.org/ Reviewer: Dirk Eddelbuettel Add to Reading List Source URL: dirk.eddelbuettel.com Language: English - Date: 2009-04-08 21:16:19 Economics Cointegration Vector autoregression Unit root Time series Economic model Error correction model Autoregressive integrated moving average Autoregressive conditional heteroskedasticity Statistics Time series analysis Econometrics
568	Introduction Smooth Transition ARMAX models The twinkle package Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2014-05-16 15:59:40 Statistical forecasting Econometrics STAR model SETAR Forecasting Autoregressive conditional heteroskedasticity Twinkle Twinkle Little Star Statistics Time series analysis Non-linear systems
569	Does Monetary Policy React to Asset Prices? Some International Evidence Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2011-08-31 11:40:00 Macroeconomics Time series analysis Regression analysis New classical macroeconomics Mathematical finance Vector autoregression Monetary policy Autoregressive conditional heteroskedasticity Economic model Statistics Economics Econometrics
570	Introduction The ACD Model Cost of GARCH Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-15 21:22:56 Autoregressive conditional heteroskedasticity Skewness Heteroscedasticity-consistent standard errors Normal distribution Normality test Kurtosis Statistics Econometrics Time series analysis

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