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Autoregressive conditional heteroskedasticity
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51	Информация о дисциплинах, реализуемых в Московской школе экономики МГУ на английском языке Наименование дисциплины, се Add to Reading List Source URL: www.mse-msu.ru Language: English - Date: 2011-11-14 10:22:26 Volatility Realized variance Autoregressive conditional heteroskedasticity Ole Barndorff-Nielsen Mathematical sciences Economics Mathematical finance Statistics Technical analysis
52	Conditional Skewness and Kurtosis in GARCH Model Supervisor: Author: Add to Reading List Source URL: www.statistics.du.se Language: English - Date: 2011-06-21 12:01:36 Econometrics Time series analysis Data analysis Skewness Kurtosis Skew normal distribution Normal distribution Variance Moment Statistics Probability theory Autoregressive conditional heteroskedasticity
53	Microsoft Word - APR Add to Reading List Source URL: www.atmospolres.com Language: English - Date: 2010-09-27 14:29:22 Forecasting Regression analysis Artificial neural network Economic model Autoregressive integrated moving average Autoregressive conditional heteroskedasticity Time series Statistics Time series analysis Econometrics
54	This paper is a note on the note by Atkeson and Kehoe (2004), “Deflation and Depression: Is There an Empirical Link Add to Reading List Source URL: www.econ.nyu.edu Language: English - Date: 2008-01-18 11:58:30 Deflation Monetary inflation Autoregressive conditional heteroskedasticity Confidence interval Phillips curve Economics Inflation Hyperinflation
55	On the Invertibility of EGARCH(p,q)* Guillaume Gaetan Martinet ENSAE Paris Tech, France and Department of Industrial Engineering and Operations Research Add to Reading List Source URL: www.econometrics.kier.kyoto-u.ac.jp Language: English - Date: 2015-02-19 20:21:00 Economics Options Autoregressive conditional heteroskedasticity Econometrics Time series analysis Stochastic volatility Volatility Maximum likelihood Mathematical finance Statistics Financial economics
56	Microsoft Word - EDP-0804 Add to Reading List Source URL: www.socialsciences.manchester.ac.uk Language: English - Date: 2014-03-24 05:38:21 Technical analysis Volatility Autoregressive conditional heteroskedasticity Inflation Real versus nominal value Monetary policy Labour economics Economic model Economics Mathematical finance Economic theories
57	CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft 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 Finance Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Implied volatility Black–Scholes Mixture model Time series Mathematical finance Financial economics Statistics
58	Using Multiple Group Modeling to Test Moderators in Meta-Analysis Alexander M. Schoemann M3 2015 Add to Reading List Source URL: www.modeling.uconn.edu Language: English - Date: 2015-05-20 17:50:16 Econometrics Meta-analysis Systematic review Random effects model Effect size Regression analysis Autoregressive conditional heteroskedasticity Statistics Science Medical statistics
59	A Functional Approach to Test Trending Volatility: Evidence of Trending Volatility in the Price of Mexican Agricultural Products Santiago Guerrero-Escobar, Banco de Mexico; Gerardo Hernandez-Del Valle, Banco de Mexico Mi Add to Reading List Source URL: ageconsearch.umn.edu Language: English - Date: 2015-05-27 20:13:43 Finance Economics Volatility Autoregressive conditional heteroskedasticity Mathematical finance Technical analysis Financial economics
60	M PRA Munich Personal RePEc Archive Dynamic Co-movements between Stock Market Returns and Policy Uncertainty Nikolaos Antonakakis and Ioannis Chatziantoniou and Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2015-03-17 05:21:06 Knowledge Volatility Macroeconomics Shock Inflation Autoregressive conditional heteroskedasticity Uncertainty Correlation and dependence Statistics Economics Mathematical finance