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Autoregressive conditional heteroskedasticity
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611	CFE-ERCIM PROGRAMME CHANGES • Cancellations: Abstract C135: H. Suenaga. Estimating a term-structure model of commodity prices with heteroskedastic measurement error. Session CS76. Modelling the term structure of intere Add to Reading List Source URL: www.cmstatistics.org Language: English - Date: 2013-12-13 11:12:59 Time series Autoregressive conditional heteroskedasticity Regression analysis Scientific modelling Economic model Bayesian econometrics Mixture model Dynamic stochastic general equilibrium Statistics Econometrics Economics
612	Random Location and Scale Effects: Model Building Methods for a General Class of Models William S. Cleveland Lorraine Denby Chuanhai Liu Bell Labs Add to Reading List Source URL: www.stat.purdue.edu Language: English - Date: 2004-02-20 21:14:00 Data analysis Estimation theory Parametric statistics Normal distribution Linear regression Explained variation Studentized residual Autoregressive conditional heteroskedasticity Variance Statistics Regression analysis Econometrics
613	ARTS FOR ACADEMIC ACHIEVEMENT Changing Student Attitudes Toward Math: Using Dance to Teach Math OCTOBER 2001 Add to Reading List Source URL: conservancy.umn.edu Language: English - Date: 2013-02-04 00:30:22 General relativity Theories of gravitation Autoregressive conditional heteroskedasticity Econometrics Time series analysis
614	A Bivariate Model of Fed and ECB Main Policy Rates Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-12-20 16:19:30 Monetary policy Central banks Time series analysis Federal Reserve Interest rates Open market operation Copula Federal funds rate Autoregressive conditional heteroskedasticity Statistics Macroeconomics Economics
615	Markov Switching GARCH Models of Currency Turmoil in Southeast Asia Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2007-03-23 12:49:52 Statistics Technical analysis Currency Markov models Volatility Autoregressive conditional heteroskedasticity Markov chain Currency crisis Exchange rate Economics Mathematical finance International economics
616	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-09-17 16:30:33 Finance Autoregressive conditional heteroskedasticity Capital asset pricing model Arbitrage pricing theory Beta Tim Bollerslev Systematic risk Campbell Harvey Financial economics Mathematical finance Economics
617	Microsoft Word - Surv Forms 2006_ Lindsie_v2.doc Add to Reading List Source URL: westnile.ca.gov Language: English - Date: 2007-02-09 21:16:44 Statistics Computing Cal Calendaring software Autoregressive conditional heteroskedasticity
618	Microsoft Word - Surv Forms 2006_ Lindsie_v2.doc Add to Reading List Source URL: westnile.ca.gov Language: English - Date: 2007-02-09 21:16:44 Autoregressive conditional heteroskedasticity Econometrics Time series analysis
619	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 811 July[removed]THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2004-08-09 11:43:46 Econometrics Denis Sargan David Forbes Hendry Economic model London School of Economics OxMetrics Christopher A. Sims Autoregressive conditional heteroskedasticity Lawrence Klein Economics Statistics Fellows of the Econometric Society
620	Dynamical Products of Experts for Modeling Financial Time Series Add to Reading List Source URL: www.icml2010.org Language: English - Date: 2010-06-13 09:06:37 Econometrics Time series analysis Autoregressive conditional heteroskedasticity Options Markov models Stochastic volatility Time series Volatility Markov chain Statistics Mathematical finance Probability and statistics

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