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Autoregressive conditional heteroskedasticity
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711	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Time series analysis Mathematical finance Autoregressive conditional heteroskedasticity Multivariate statistics Stochastic volatility Maximum likelihood Likelihood function Principal component analysis Time series Statistics Estimation theory Econometrics
712	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics VIX Volatility Variance Stochastic volatility Realized variance Autoregressive conditional heteroskedasticity Explained variation Equity premium puzzle Mathematical finance Statistics Financial economics
713	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2006-03-31 05:14:32 Monetary policy Unemployment Foreign exchange market Autoregressive conditional heteroskedasticity Monetary inflation Hysteresis Dollarization Euro Deflation Economics Macroeconomics Inflation
714	PDF Document Add to Reading List Source URL: plagiarism.repec.org Language: English - Date: 2012-04-03 11:54:37 Skewness Autoregressive conditional heteroskedasticity Normal distribution Volatility Moment Skewness risk Skew normal distribution Statistics Mathematical finance Kurtosis
715	PDF Document Add to Reading List Source URL: econweb.ucsd.edu Language: English - Date: 2010-08-19 15:56:46 Technical analysis Volatility Macroeconomics Welfare economics Autoregressive conditional heteroskedasticity Standard deviation Gross domestic product Productivity Economic growth Statistics Mathematical finance Econometrics
716	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Statistical inference Statistical theory Econometrics Normal distribution Variance Volatility Maximum likelihood Estimator Autoregressive conditional heteroskedasticity Statistics Mathematical finance Estimation theory
717	PDF Document Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2004-11-29 04:09:50 Econometrics 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
718	PDF Document Add to Reading List Source URL: springschool.politics.ox.ac.uk Language: English - Date: 2008-04-30 05:04:00 Economics Cointegration Granger causality Unit root Dickey–Fuller test Endogeneity Regression analysis Autoregressive conditional heteroskedasticity Stationary process Statistics Time series analysis Econometrics
719	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Finance Volatility Black–Scholes Wavelet Stochastic volatility Time series Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Statistics
720	PDF Document Add to Reading List Source URL: fdslive.oup.com Language: English - Date: 2014-01-09 06:31:48 Stochastic processes Signal processing Stationary process Time series Unit root Normal distribution Autoregressive conditional heteroskedasticity Nonlinear system Markov chain Statistics Time series analysis Econometrics

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