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Autoregressive conditional heteroskedasticity
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721	PDF Document Add to Reading List Source URL: plagiarism.repec.org Language: English - Date: 2012-05-28 09:15:15 Data analysis Statistical forecasting Inflation Estimation theory Price index Variance Forecasting Autoregressive conditional heteroskedasticity Regression analysis Statistics Econometrics Time series analysis
722	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2007-07-10 08:01:19 Macroeconomics Stochastic processes Markov models Economic indicator Business cycle Vector autoregression Expectation–maximization algorithm Autoregressive conditional heteroskedasticity Recession Statistics Econometrics Time series analysis
723	PDF Document Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2012-10-11 05:37:40 Financial market Central bank Economic model Markov chain Autoregressive conditional heteroskedasticity Economics Statistics Banking Interbank lending market
724	PDF Document Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2012-11-16 09:45:12 Stochastic processes Noise Time series Autoregressive conditional heteroskedasticity Mixture model SETAR Autoregressive model STAR model Normal distribution Statistics Non-linear systems Time series analysis
725	PDF Document Add to Reading List Source URL: www.cepr.org Language: English - Date: 2014-03-12 13:11:38 Time series analysis Mathematical finance Statistical theory Uncertainty Forecasting Confidence interval Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Statistics Econometrics Measurement
726	PDF Document Add to Reading List Source URL: www.cepr.org Language: English - Date: 2013-12-05 05:37:14 Noise Autoregressive conditional heteroskedasticity Autoregressive model 2T Normal distribution Statistics Econometrics Time series analysis
727	PDF Document Add to Reading List Source URL: www.cepr.org Language: English - Date: 2013-12-04 07:23:19 Markov models Autoregressive conditional heteroskedasticity Time series analysis Kalman filter Normal distribution Adaptive control Regression analysis Statistics Econometrics Control theory
728	C ONTRIBUTED R ESEARCH A RTICLES 137 betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Add to Reading List Source URL: journal.r-project.org Language: English - Date: 2014-01-10 18:20:02 Autoregressive conditional heteroskedasticity Econometrics Time series analysis Probability theory Skewness Volatility Time series Beta Normal distribution Statistics Mathematical finance Technical analysis
729	The Sources and Nature of Long-Term Memory in Aggregate Output Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2006-06-27 16:20:44 Long-range dependency Statistical dependence Teletraffic Central limit theorem Normal distribution Autoregressive integrated moving average Unit root Statistical hypothesis testing Autoregressive conditional heteroskedasticity Statistics Time series analysis Econometrics
730	PDF Document Add to Reading List Source URL: www.ses.man.ac.uk Language: English - Date: 2005-12-06 11:14:40 Volatility Autoregressive conditional heteroskedasticity Multivariate normal distribution G factor Normal distribution Euro Correlation and dependence Statistics Mathematical finance Mathematical sciences

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