Autoregressive conditional heteroskedasticity

Results: 926



#Item
801Finance / Stochastic volatility / Volatility / Economic model / Autoregressive conditional heteroskedasticity / Markov chain / Markov switching multifractal / SABR volatility model / Mathematical finance / Statistics / Financial economics

WORKING PAPER NO[removed]ESTIMATING DYNAMIC EQUILIBRIUM MODELS WITH STOCHASTIC VOLATILITY Jesús Fernández-Villaverde University of Pennsylvania and Visiting Scholar, Federal Reserve Bank of Philadelphia

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Source URL: www.philadelphiafed.org

Language: English - Date: 2013-05-10 14:52:30
802Finance / Volatility / Implied volatility / Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility smile / VIX / Mathematical finance / Financial economics / Statistics

Microsoft Word - EABCN 19th School_EUI_andersen_2013_06.doc

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Source URL: www.eabcn.org

Language: English - Date: 2013-07-18 08:03:26
803Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

PID Activities Press Information Department (PID) is one of the most important departments of the Ministry of Information. Its birth is associated not only with the birth of Bangladesh, rather it had its existence even

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Source URL: www.bdpressinform.org

Language: English - Date: 2014-03-13 04:09:54
804Finance / Robert F. Engle / Autoregressive conditional heteroskedasticity / Volatility / Eric Ghysels / Peter Reinhard Hansen / VIX / Quantitative analyst / Beta / Mathematical finance / Economics / Statistics

The Society for Financial Econometrics First European Conference Geneva, Switzerland ♦ June 10-12, 2009 Sponsored by NCCR FinRisk

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Source URL: sofie.stern.nyu.edu

Language: English - Date: 2009-11-04 09:13:35
805Errors and residuals in statistics / Lineweaver–Burk plot / Degrees of freedom / Residual / Enzyme / Autoregressive conditional heteroskedasticity / Statistics / Regression analysis / Plot

Biochem. J[removed],[removed]Printed in Great Britain 513 What Happens when Data are Fitted to the Wrong Equation?

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Source URL: rdbiotech.drivehq.com

Language: English - Date: 2007-08-19 19:41:29
806Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

Amended[removed]Mabank Independent School District[removed]School Calendar July 2014

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Source URL: www.mabankisd.net

Language: English - Date: 2014-03-26 16:47:15
807Finance / Volatility / Realized variance / Jump diffusion / Local volatility / Autoregressive conditional heteroskedasticity / Implied volatility / Jump process / Stochastic volatility / Mathematical finance / Statistics / Financial economics

Realized Jumps on Financial Markets and Predicting Credit Spreads

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Source URL: www.federalreserve.gov

Language: English - Date: 2006-10-24 13:00:39
808Economics / Statistics / Public economics / Technical analysis / Volatility / Fiscal policy / Autoregressive conditional heteroskedasticity / Government spending / Public finance / Mathematical finance / Macroeconomics

Government spending volatility and the size of nations

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-08-14 11:24:40
809Time series analysis / DNA replication / Klenow fragment / Inflation / Autoregressive conditional heteroskedasticity / Euro / Price index / Monetary inflation / Economic model / Economics / Statistics / Econometrics

Measuring the importance of the uniform nonsynchronization hypothesis

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:33:26
810Autoregressive conditional heteroskedasticity / Confidence interval / Economic model / Statistics / Econometrics / Time series analysis

Confidence  Bounds  and  Forecast  Bands  For  Time-­‐Varying   Parameters  in  Observation-­‐Driven  Models   Siem  Jan  Koopman   Professor  of  Econometrics   V

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Source URL: forecasters.org

Language: English - Date: 2014-05-09 11:56:02
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