Autoregressive conditional heteroskedasticity

Results: 926



#Item
61Economics / Volatility / VIX / Variance swap / Stochastic volatility / Valuation of options / Autoregressive conditional heteroskedasticity / Implied volatility / Heston model / Mathematical finance / Finance / Financial economics

Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-09-13 10:12:51
62Prior probability / Probability and statistics / Economics / Statistics / Supreme Court of the United States / Autoregressive conditional heteroskedasticity

Improving Judicial Ideal Point Estimates with a More Realistic Model of Opinion Content∗ Jong Hee Park Department of Political Science Washington University

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Source URL: mqscores.berkeley.edu

Language: English - Date: 2014-07-14 18:26:26
63Autoregressive conditional heteroskedasticity / Markov chain / VIX / Time series / Volatility / Economic model / Quantitative analyst / GAUSS / BRIC / Statistics / Mathematical finance / Mathematical sciences

ROMANIAN STATISTICAL REVIEW www.revistadestatistica.ro CONTENTSVOLATILITY SPILLOVER ACROSS ENERGY INDICES OF THE STOCK

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Source URL: www.revistadestatistica.ro

Language: English - Date: 2015-05-05 02:38:52
64Covariance and correlation / Econometrics / Autoregressive conditional heteroskedasticity / Economic bubble / Chaotic bubble / Bubble / Autocorrelation / Partial autocorrelation function / Stock market / Statistics / Economics / Time series analysis

DOC Document

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Source URL: cob.jmu.edu

Language: English - Date: 2007-12-14 11:41:19
65Time series analysis / Economic bubbles / Behavioral finance / Efficient-market hypothesis / J. Barkley Rosser /  Jr. / Financial crisis / Bubble / Autoregressive conditional heteroskedasticity / Volatility / Economics / Mathematical finance / Econometrics

15 NONLINEAR BUBBLES IN CHINESE STOCK MARKETS IN THE 1990s

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Source URL: cob.jmu.edu

Language: English - Date: 2007-12-14 11:41:04
66Autoregressive conditional heteroskedasticity / Dimension / Analytic geometry / Differential geometry / Envelope

2013 RECYCLING SCHEDULE HOLIDAYS ROLL 1 DAY IF IT FALLS MONDAY-FRIDAY New Years Day Labor Day Memorial Day Thanksgiving Day

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Source URL: www.avistonil.org

Language: English - Date: 2015-05-21 10:42:09
67Actuarial science / Econometrics / Covariance and correlation / Normal distribution / Copula / Extreme value theory / Autoregressive conditional heteroskedasticity / Correlation and dependence / Time series / Statistics / Statistical dependence / Time series analysis

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 23:48:14
68Options / Equations / Black–Scholes / Stock market / Normal distribution / Volatility / Implied volatility / Brownian motion / Autoregressive conditional heteroskedasticity / Statistics / Mathematical finance / Stochastic processes

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:26:05
69Econometrics / Covariance and correlation / Noise / Augmented Dickey–Fuller test / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Partial autocorrelation function / Time series / Jarque–Bera test / Statistics / Time series analysis / Statistical tests

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Source URL: ftp.cixug.es

Language: English
70Orcs / Ork / Autoregressive conditional heteroskedasticity

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Source URL: www.insna.org

Language: English - Date: 2014-09-27 18:30:37
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