Autoregressive conditional heteroskedasticity

Results: 926



#Item
691Seasonal adjustment / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Time series / Trend estimation / Autoregressive integrated moving average / Economic model / Time series analysis / Statistics / Seasonality

CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]Seasonal heteroskedasticity in time series data:

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Source URL: epp.eurostat.ec.europa.eu

Language: English
692Finance / Economics / Options / Business cycle / Macroeconomics / Volatility / Stochastic volatility / Great Moderation / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Technical analysis

Microsoft Word - Program cover page portrait with logos _FINAL_.doc

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Source URL: epp.eurostat.ec.europa.eu

Language: English
693Mixture model / Latent Dirichlet allocation / Normal distribution / Parameter / Topic model / Markov chain / Poisson distribution / Autoregressive conditional heteroskedasticity / Statistics / Probability and statistics / Statistical natural language processing

Summarizing topical content with word frequency and exclusivity Jonathan M. Bischof [removed] Edoardo M. Airoldi [removed]

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Source URL: icml.cc

Language: English - Date: 2012-06-07 13:19:54
694Time series analysis / Mathematical finance / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Variance / Vector autoregression / Unit root / Phillips curve / Statistics / Economics / Econometrics

manuscript_AEJ_Macro_2008_R2.dvi

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2009-03-07 18:14:47
695Econometrics / Time series analysis / Volatility / Gross domestic product / Motivation / Economic model / Behavior / Economics / Mathematical finance / Statistics / Autoregressive conditional heteroskedasticity

Microsoft Word - D.Veredas, C. Fralecover.doc

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Source URL: epp.eurostat.ec.europa.eu

Language: English
696Stata / Poisson regression / Autoregressive conditional heteroskedasticity / Heteroscedasticity / Generalized estimating equation / Structural equation modeling / Volatility / Generalized linear model / R / Statistics / Regression analysis / Econometrics

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Source URL: www.stata.com

Language: English - Date: 2012-09-18 17:29:03
697Volatility / Autoregressive conditional heteroskedasticity / Skewness / Kurtosis / Normal distribution / Variance / Time series / Skewness risk / Statistics / Mathematical finance / Technical analysis

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-04-03 11:54:36
698Volatility / Autoregressive conditional heteroskedasticity / Standard deviation / Volatility smile / Statistics / Mathematical finance / Mathematical sciences

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2003-10-07 10:10:56
699Econometrics / Mathematical sciences / Statistical theory / Autoregressive conditional heteroskedasticity / Time series analysis / Phillips curve / Stochastic volatility / Loss function / Volatility / Statistics / Mathematical finance / Economics

Review of Economic Dynamics[removed]–302 www.elsevier.com/locate/red Drifts and volatilities: monetary policies and outcomes in the post WWII US Timothy Cogley a , Thomas J. Sargent b,c,∗

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Source URL: ecfor.ru

Language: English - Date: 2011-11-16 05:15:02
700Mathematical sciences / Volatility / VIX / Quantitative analyst / Economic model / Autoregressive conditional heteroskedasticity / Finance / Econometrics / Mathematical finance / Statistics / Economics

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Source URL: www.eabcn.org

Language: English - Date: 2014-07-17 06:45:27
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