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Autoregressive conditional heteroskedasticity
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701	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2004-12-03 07:15:10 Statistical inference Hypothesis testing Mathematical finance Statistical tests Autoregressive conditional heteroskedasticity Volatility Statistical hypothesis testing F-test Null hypothesis Statistics Science Design of experiments
702	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Finance Autoregressive conditional heteroskedasticity RiskMetrics Volatility Stochastic volatility Black–Scholes Modern portfolio theory Financial economics Mathematical finance Economics
703	PDF Document Add to Reading List Source URL: www.ier.hit-u.ac.jp Language: English - Date: 2014-08-06 02:50:11 Econometrics M-estimators Maximum likelihood Autoregressive conditional heteroskedasticity Bayes estimator Asymptotic theory Fisher information Normal distribution Statistics Estimation theory Statistical theory
704	PDF Document Add to Reading List Source URL: www.stat.missouri.edu Language: English - Date: 2011-05-20 13:29:43 Bayesian inference Regression analysis Autoregressive conditional heteroskedasticity Linear regression Mixture distribution Akaike information criterion Markov chain Statistics Econometrics Mixture model
705	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Stochastic volatility VIX Volatility Capital asset pricing model Variance swap Linear regression Variance risk premium Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance
706	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2005-05-03 11:27:58 Statistical tests Noise Autoregressive conditional heteroskedasticity Economic model Autoregressive model Linear model Nonlinear system Likelihood-ratio test Statistics Time series analysis Econometrics
707	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Econometrics Cumulant Autoregressive conditional heteroskedasticity Characteristic function Central limit theorem Stochastic volatility Moment-generating function Statistics Probability theory Mathematical analysis
708	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2007-07-10 08:01:25 Time series analysis Mathematical optimization Least squares Autoregressive conditional heteroskedasticity Linear regression Heteroscedasticity Non-linear least squares Linear least squares Nonlinear regression Statistics Regression analysis Econometrics
709	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2007-07-10 08:01:24 Time series analysis Correlation and dependence Autoregressive conditional heteroskedasticity Business cycle Euro G factor Economics Covariance and correlation Statistics Statistical dependence
710	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2006-07-25 08:08:44 Econometrics Mathematical finance Statistics Technical analysis Volatility Real business cycle theory Endogenous growth theory Human capital Autoregressive conditional heteroskedasticity Economics Economic growth Macroeconomics

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