Autoregressive conditional heteroskedasticity - PDFSEARCH.IO - Document Search Engine

Autoregressive conditional heteroskedasticity
Results: 926

#	Item
811	Temi di Discussione (Working Papers) Two EGARCH models and one fat tail Number Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-03-28 07:16:44 Probability theory Autoregressive conditional heteroskedasticity Fat-tailed distribution Kurtosis Heavy-tailed distribution Normal distribution Power law Beta distribution Pareto distribution Statistics Probability and statistics Mathematical analysis
812	ISF2014 Rotterdam Workshop Forecasting Time Series using GAS models Siem Jan Koopman and Andr´e Lucas VU University Amsterdam and Tinbergen Institute June 29, 2014 – 9AM - 4PM Add to Reading List Source URL: forecasters.org Language: English - Date: 2014-04-10 18:44:43 Mathematical finance Autoregressive conditional heteroskedasticity Time series Economic model Volatility Gas Economics Mathematical sciences Statistics Econometrics Time series analysis
813	Asset allocation by penalized least squares Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-02-02 11:17:54 Econometrics Investment Regression analysis Estimation theory Autoregressive conditional heteroskedasticity Least squares Variance Asset allocation Estimator Statistics Economics Financial economics
814	Financial market frictions in a model of the euro area Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-02-10 08:48:02 Dynamic stochastic general equilibrium ALGOL 58 Autoregressive conditional heteroskedasticity Spline Statistics Economics Constructed languages Neo
815	Asymmetric dynamics in the correlations of global equity and bond returns Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:06 Statistics Financial risk Econometrics Financial ratios Investment Autoregressive conditional heteroskedasticity Robert F. Engle Beta Volatility Mathematical finance Economics Financial economics
816	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:00 Financial economics Technical analysis Volatility Efficient-market hypothesis Economic model Autoregressive conditional heteroskedasticity Market microstructure Robert F. Engle Stock selection criterion Economics Mathematical finance Finance
817	Local Knowledge Spillovers in the Indonesian Manufacturing Industry Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-06-16 01:22:46 Kalman filter Autoregressive conditional heteroskedasticity Statistics Markov models Markov chain
818	Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-13 08:28:00 Kurtosis Skewness Data analysis Normal distribution Quantile Exponential distribution Autoregressive conditional heteroskedasticity Variance Sample maximum and minimum Statistics Summary statistics Probability theory
819	A Metropolis-in-Gibbs sampler for estimating equity market factors* Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2010-06-15 23:44:07 Econometrics Time series analysis Volatility Factor analysis Von Neumann algebra Statistics Mathematical finance Autoregressive conditional heteroskedasticity
820	Local Knowledge Spillovers in the Indonesian Manufacturing Industry Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2010-06-16 01:22:46 Kalman filter Autoregressive conditional heteroskedasticity Statistics Markov models Markov chain

UPDATE