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Autoregressive conditional heteroskedasticity
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#	Item
791	Inflation and inflation uncertainty in the euro area Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-07-22 11:01:50 Monetary policy Monetary inflation Euro Autoregressive conditional heteroskedasticity Macroeconomic model Central bank Phillips curve Interaction between monetary and fiscal policies Economics Inflation Macroeconomics
792	Non-fundamental exchange rate volatility and welfare Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-04-21 11:07:33 Technical analysis Volatility Economic model Autoregressive conditional heteroskedasticity Fixed exchange-rate system International economics Inflation Finance Overshooting model Mathematical finance Economics Statistics
793	Forecast evaluation of small nested model sets Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-03-19 05:28:24 Statistical tests Design of experiments Econometrics Mean squared prediction error Autoregressive conditional heteroskedasticity Bootstrapping Statistical hypothesis testing Chi-squared Statistical power Statistics Hypothesis testing Statistical inference
794	E U RO P E A N C E N T R A L B A N K Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:55 Economy of the European Union Euro Autoregressive conditional heteroskedasticity Futures contract Market Capital asset pricing model Colm Kearney Economics Financial economics European Union
795	Wo r k i n g Pa p e r S e r i e s N o[removed]n ov e m b e r[removed]VOLATILITY SPILLOVERS AND CONTAGION FROM MATURE TO EMERGING Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-11-13 08:26:04 Financial economics Financial contagion Volatility VIX Autoregressive conditional heteroskedasticity Emerging markets Financial crisis Contagion Beta Economics Mathematical finance Statistics
796	Evolving U.S. monetary policy and the decline of inflation predictability Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-10-25 07:30:44 Econometrics Time series analysis Central banks Macroeconomic policy Disinflation Autoregressive conditional heteroskedasticity Monetary policy Vector autoregression European Central Bank Economics Statistics Inflation
797	RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–154 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:24 Statistics Finance Binomial options pricing model Volatility Stochastic volatility Black–Scholes Autoregressive conditional heteroskedasticity Symbol Beta code Mathematical finance Financial economics Options
798	Non stationary variance and Volatility Causality Add to Reading List Source URL: 193.49.79.89 Language: English - Date: 2014-06-16 07:35:51 Time series analysis Technical analysis Autoregressive conditional heteroskedasticity Volatility Variance Vector autoregression Normal distribution Stochastic volatility Statistics Mathematical finance Econometrics
799	TI[removed]Tinbergen Institute Discussion Paper Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:44 Autoregressive conditional heteroskedasticity Normal distribution Variance Statistics Econometrics Time series analysis
800	The Linkage between Large Currency Swings and Fundamentals Phornchanok Cumperayot Chulalongkorn University Casper G. de Vries Erasmus University Rotterdam and Chapman University Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:01 Regression analysis Time series analysis Normal distribution Power law Ordinary least squares Heavy-tailed distribution Economic model Autoregressive conditional heteroskedasticity Fat-tailed distribution Statistics Probability theory Econometrics

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