Autoregressive conditional heteroskedasticity

Results: 926



#Item
571Autocorrelation / Regression analysis / Signal processing / Variance / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Covariance and correlation

Intrinsic and Inherited Inflation Persistence - IJCB - September 2006

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Source URL: www.ijcb.org

Language: English - Date: 2006-09-08 05:42:02
572Money / Federal Reserve / Central banks / Time series analysis / Interest rate / Federal funds rate / Economic model / Autoregressive conditional heteroskedasticity / European Central Bank / Economics / Macroeconomics / Monetary policy

A Bivariate Model of Federal Reserve and ECB Main Policy Rates

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Source URL: www.ijcb.org

Language: English - Date: 2011-08-31 11:40:00
573Data analysis / Probability theory / Variance / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Time series analysis

Trends in the Transitory Variance of Male Earnings in the U.S., [removed]Robert Moffitt Johns Hopkins University Peter Gottschalk

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Source URL: fmwww.bc.edu

Language: English - Date: 2010-11-04 17:10:29
574Multivariate statistics / Autoregressive conditional heteroskedasticity / Time series / Multivariate analysis / Univariate / Data set / NumXL / Robert F. Engle / Statistics / Time series analysis / Econometrics

Review for the Short Book Reviews of the International Statistics Institute of: Modeling Financial Time Series with S-Plus. Eric Zivot and Jiahui Wang. New York: Springer, 2003, pp. xix + 632. Contents: 1. S and S-Plus 2

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2003-07-06 21:23:11
575Autoregressive conditional heteroskedasticity / Exchange rate / Euro / Economic model / Volatility / Economics / Mathematical finance / Foreign exchange market

DAY TRADING THE EURO-DOLLAR WITH A NEWS-BASED MODEL OF EXCHANGE RATES. DESCRIPTIVE RESULTS (*) Massimo Tivegna University of Teramo and LUISS G.Carli   

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Source URL: www.e-forex.net

Language: English - Date: 2010-04-28 11:25:41
576Educational psychology / Positive psychology / Problem solving / Autoregressive conditional heteroskedasticity / Psychology / Mind / Cognitive science / Aptitude / Cognition / Creativity

Microsoft PowerPoint - KMA - MPI - PPT_3 [Compatibility Mode]

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Source URL: www.thekma.com

Language: English - Date: 2014-03-13 11:02:17
577Time series analysis / Political parties in the United States / Estimation theory / Omitted-variable bias / Democratic Party / Republican Party / Autoregressive conditional heteroskedasticity / Causality / Linear regression / Statistics / Econometrics / Regression analysis

American Political Science Review Vol. 87, No. 3 September 1993

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Source URL: gking.harvard.edu

Language: English - Date: 2013-02-09 22:12:02
578Autoregressive conditional heteroskedasticity / Normal distribution / Volatility clustering / Autoregressive–moving-average model / Variance / Conditional variance / Parameter / Economic model / Statistics / Time series analysis / Econometrics

Introduction to the rugarch package. (Version[removed]Alexios Ghalanos May 25, 2014 Contents

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 16:22:52
579Regression analysis / Estimation theory / Econometrics / Lee-Carter model / Principal component analysis / Maximum likelihood / Forecasting / Least squares / Autoregressive conditional heteroskedasticity / Statistics / Data analysis / Time series analysis

Understanding the Lee-Carter Mortality Forecasting Method1 Federico Girosi2 and Gary King3 September 14, 2007 1

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Source URL: gking.harvard.edu

Language: English - Date: 2013-02-04 23:37:16
580Stochastic processes / Time series analysis / STAR model / Autoregressive conditional heteroskedasticity / Nonlinear system / Logistic function / Stochastic volatility / Differential equation / Economic model / Statistics / Econometrics / Non-linear systems

Smooth Transition ARMAX Models in Twinkle. (Version[removed]Alexios Ghalanos May 25, 2014 Contents

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Source URL: bytebucket.org

Language: English - Date: 2014-09-18 03:31:51
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