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Autoregressive conditional heteroskedasticity
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761	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-11-17 14:39:00 Economics Merton Model Credit default swap Black–Scholes Option Derivative Autoregressive conditional heteroskedasticity Volatility Model risk Financial economics Mathematical finance Finance
762	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-08-26 09:45:31 Statistics Volatility Implied volatility Stochastic volatility Heston model Autoregressive conditional heteroskedasticity Financial risk Volatility smile VIX Mathematical finance Financial economics Finance
763	THE EFFECT OF STABILIZATION POLICY ON US POSTWAR BUSINESS CYCLE FLUCTUATIONS Giorgio E. Primiceri Add to Reading List Source URL: www.amstat.org Language: English - Date: 2005-08-19 11:24:46 Time series analysis Phillips curve Monetary policy Variance Autoregressive conditional heteroskedasticity Inflation Vector autoregression Macroeconomics Heteroscedasticity Statistics Economics Econometrics
764	BOSTON UNIVERSITY GRADUATE SCHOOL OF ARTS AND SCIENCES Dissertation ESSAYS ON STRUCTURAL CHANGE, LONG MEMORY AND Add to Reading List Source URL: www.amstat.org Language: English - Date: 2006-09-15 09:40:29 Estimation theory M-estimators Statistical theory Cointegration Maximum likelihood Regression analysis Structural break Autoregressive conditional heteroskedasticity Parameter Statistics Econometrics Time series analysis
765	State Calender - Holidays Add to Reading List Source URL: doa.alaska.gov Language: English - Date: 2014-03-11 17:11:50 Time series analysis Holidays in the United States Economics Statistics Autoregressive conditional heteroskedasticity Econometrics
766	Centre for Financial Analysis & Policy Working Paper no. 35: Detecting Contagion with Correlation: Volatility and Timing Matter Add to Reading List Source URL: www-cfap.jbs.cam.ac.uk Language: English - Date: 2011-02-28 09:59:06 Mathematical finance Crowd psychology Financial contagion Time series analysis Econometrics Autoregressive conditional heteroskedasticity Volatility G factor Statistical hypothesis testing Statistics Economics Financial economics
767	Risk Premia in the 8:30 Economy Jon Faust Jonathan H. Wrighty Department of Economics, Johns Hopkins University, Baltimore MD 21218, phone: ([removed], Add to Reading List Source URL: www.econ2.jhu.edu Language: English - Date: 2009-06-15 15:55:37 Mathematical finance Financial markets Econometrics Time series analysis Futures contract Volatility Yield curve Autoregressive conditional heteroskedasticity Forward contract Financial economics Economics Finance
768	PDF - Empirical modelling of contagion: a review of methodologies (WP 8) Add to Reading List Source URL: www-cfap.jbs.cam.ac.uk Language: English - Date: 2010-01-14 06:36:54 Finance Financial crises Financial economics Pricing Crisis Financial crisis Arbitrage pricing theory Volatility Autoregressive conditional heteroskedasticity Economics Mathematical finance Asia
769	PDF - The impact of jumps and thin trading on realised hedge ratios - paper Add to Reading List Source URL: www-cfap.jbs.cam.ac.uk Language: English - Date: 2012-11-27 08:31:37 Econometrics Time series analysis Mathematical finance Options Financial markets Autoregressive conditional heteroskedasticity Hedge Variance Futures contract Statistics Financial economics Finance
770	Building Knowledge for a Changing Climate BETWIXT Built EnvironmenT: Weather scenarios for investigation of Impacts and eXTremes Add to Reading List Source URL: www.cru.uea.ac.uk Language: English - Date: 2004-03-25 04:15:36 Autoregressive conditional heteroskedasticity Economic model Scientific modelling Ethology Epistemology Hydrology Physical geography Climatology Statistics

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