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Autoregressive conditional heteroskedasticity
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821	Melbourne Institute Working Paper Series Working Paper No[removed]Co-movement and Integration among Developed Equity Markets Sarantis Tsiaplias Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-06-15 23:43:12 Autoregressive conditional heteroskedasticity Model theory Economics Mathematical sciences Mathematical finance Statistics Volatility
822	A Metropolis-in-Gibbs sampler for estimating equity market factors* Add to Reading List Source URL: www.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
823	Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-01-12 20:51:22 Statistics Economics Fixed income analysis Technical analysis Stochastic processes Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Short-rate model Yield curve Mathematical finance Financial economics Interest rates
824	Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2011-01-12 20:51:22 Statistics Economics Fixed income analysis Technical analysis Stochastic processes Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Short-rate model Yield curve Mathematical finance Financial economics Interest rates
825	Melbourne Institute Working Paper Series Working Paper No[removed]Co-movement and Integration among Developed Equity Markets Sarantis Tsiaplias Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2010-06-15 23:43:12 Autoregressive conditional heteroskedasticity Model theory Economics Mathematical sciences Mathematical finance Statistics Volatility
826	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:57 Economics Mathematical sciences Mathematical finance Econometrics Time series analysis RiskMetrics Autoregressive conditional heteroskedasticity Value at risk Expected shortfall Financial risk Statistics Actuarial science
827	A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another Add to Reading List Source URL: www.gonzalocortazar.com Language: English - Date: 2008-04-24 14:16:49 Financial economics Economics Control theory Markov models Options Kalman filter Futures contract Autoregressive conditional heteroskedasticity Stochastic volatility Statistics Time series analysis Mathematical finance
828	OPTIMAL HEDGING OF VARIANCE DERIVATIVES JOHN CROSBY Abstract. We examine the optimal hedging of derivatives written on realised variance, focussing principally on variance swaps (but, en route, also considering skewness Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2012-05-11 11:12:47 Mathematical finance Banking Variance swap Forward contract Hedge Autoregressive conditional heteroskedasticity Finance Financial economics Economics
829	Episodic Fluctuations in Larval Supply Paul A. Dixon,1* Maria J. Milicich,2† George Sugihara1 The lack of a clear relationship between spawning output and recruitment success continues to confound attempts to understan Add to Reading List Source URL: simplex.ucsd.edu Language: English - Date: 2008-08-06 22:20:19 Control theory Linear regression Linear model Nonlinear system Ichthyoplankton Autoregressive conditional heteroskedasticity Statistics Econometrics Regression analysis
830	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]–236 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:12 Mathematical finance Technical analysis Econometrics Autocorrelation Volatility Normal distribution Correlation and dependence Correlation function Autoregressive conditional heteroskedasticity Statistics Time series analysis Covariance and correlation

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