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Autoregressive conditional heteroskedasticity
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781	International Journal of Forecasting Guidelines for IJF Software Reviewers It is desirable that there be some small degree of uniformity amongst the software reviews in this journal, so that regular readers of the journa Add to Reading List Source URL: www.forecasters.org Language: English - Date: 2007-09-18 20:20:28 Econometrics software Comparison of statistical packages Reliability engineering SHAZAM SAS EViews Autoregressive conditional heteroskedasticity Econometrics Software development process Statistics Science Software
782	Fast Analytic Option Valuation with GARCH Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:38 Mathematical analysis Edgeworth series Normal distribution Cumulant Autoregressive conditional heteroskedasticity Moment-generating function Stochastic volatility Skewness Characteristic function Statistics Probability theory Mathematical finance
783	BIBLIOGRAPHY ISSUE 28, OCTOBER-NOVEMBER 2013 Econometrics http://library.bankofgreece.gr Add to Reading List Source URL: www.bankofgreece.gr Language: English - Date: 2013-11-09 05:38:57 Fellows of the Econometric Society Fulbright Scholars Bayesian econometrics G. S. Maddala David Forbes Hendry James H. Stock Autoregressive conditional heteroskedasticity Methodology of econometrics Econometrics Economics Statistics
784	Are Short Term Stock Asset Returns Predictable? An Extended Empirical Analysis Thomas Mazzoni Diskussionsbeitrag Nr. 449 März 2010 Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-12-05 03:57:21 Estimation theory Statistical inference Simultaneous equation methods Autoregressive conditional heteroskedasticity Normal distribution Nonparametric regression Estimator Variance Instrumental variable Statistics Regression analysis Econometrics
785	PDF Document Add to Reading List Source URL: www.nps.gov Language: English - Date: 2012-01-10 10:10:39 Geography of the United States Autoregressive conditional heteroskedasticity Arch Missouri Economics Arches National Park Delicate Arch Landscape Arch
786	Wo r k i n g Pa p e r S e r i e S NO[removed]a u g u s t 2013 A Predictability Test for a Small Number of Nested Models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-08-26 11:11:37 Parametric statistics Hypothesis testing Econometrics F-test Economic model Statistical hypothesis testing Likelihood-ratio test Autoregressive conditional heteroskedasticity Statistical power Statistics Statistical tests Time series analysis
787	DOC Document Add to Reading List Source URL: www.foundationwebsite.org Language: English - Date: 2010-06-01 11:39:37 Autocorrelation Autoregressive–moving-average model Moving-average model Correlogram Autoregressive conditional heteroskedasticity Autoregressive integrated moving average Least squares Stationary process Partial autocorrelation function Statistics Time series analysis Box–Jenkins
788	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis
789 $Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility / Maximum likelihood / Normal distribution / Estimation theory / Importance sampling / Time series / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$	TI[removed]Tinbergen Institute Discussion Paper The Stochastic Volatility in Mean Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:41 Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Maximum likelihood Normal distribution Estimation theory Importance sampling Time series Markov switching multifractal Statistics Mathematical finance Mathematical sciences
790	TI[removed]Tinbergen Institute Discussion Paper A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:42 Signal processing Statistical tests Statistical inference Maximum likelihood Likelihood-ratio test Normal distribution Minimum mean square error Autoregressive conditional heteroskedasticity Fisher information Statistics Estimation theory Statistical theory

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