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Autoregressive conditional heteroskedasticity
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831	PDF Document Add to Reading List Source URL: www.exinfm.com Language: English - Date: 2009-09-14 20:07:50 Economics Mathematical sciences Mathematical finance Econometrics Time series analysis RiskMetrics Autoregressive conditional heteroskedasticity Value at risk Expected shortfall Financial risk Statistics Actuarial science
832	algs tat a v on C ailable RAN ! Add to Reading List Source URL: srcos2014.blogs.rice.edu Language: English - Date: 2014-06-20 10:52:07 Statistics Mathematics Markov models Economics Log-linear model Autoregressive conditional heteroskedasticity Logarithm
833	Sensitivity analysis of volatility: a new tool for risk management Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:05 Financial risk Financial economics Mathematical finance Data analysis Autoregressive conditional heteroskedasticity Time series analysis Variance Diversification Sensitivity analysis Statistics Econometrics Economics
834	Microsoft PowerPoint - euro-effects_21_06_05A.ppt Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-06-22 02:48:27 Time series analysis Autoregressive conditional heteroskedasticity Econometrics Euro Quantile regression Volatility Yield curve Statistics Economics Mathematical finance
835	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]ESTIMATION AND FORECASTING IN LARGE DATASETS Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-11-16 03:24:45 Time series analysis Autoregressive conditional heteroskedasticity Stochastic volatility Principal component analysis Economic model Time series Quantitative analyst Maximum likelihood Dynamic factor Statistics Econometrics Economics
836	Comparing and evaluating Bayesian predictive distributions of assets returns Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-26 12:30:02 D85 Statistical theory Bayesian inference JEL classification codes Autoregressive conditional heteroskedasticity Graphical model Bayes factor Asterisk Statistics Bayesian statistics Statistical models
837	Neural Networks for Time Series Forecasting: Practical Implications of Theoretical Results Melinda Thielbar and D.A. Dickey February 25, 2011 Research on the performance of neural networks in modeling nonlinear Add to Reading List Source URL: forecasters.org Language: English - Date: 2012-11-21 16:37:23 Noise Computational neuroscience Time series Neural network Autoregressive model Autoregressive conditional heteroskedasticity Moving-average model Forecasting Attractor Statistics Econometrics Time series analysis
838	Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-05-27 02:44:49 Econometrics Time series analysis Dynamic stochastic general equilibrium Regression analysis Macroeconomic model Heteroscedasticity Autoregressive conditional heteroskedasticity Economic model Estimation theory Statistics Macroeconomics Economics
839	Unobserved Component Model for Forecasting Electricity Prices and Their Volatilities Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez∗ Abstract Add to Reading List Source URL: forecasters.org Language: English - Date: 2009-12-10 11:11:16 Mathematical sciences Options Markov models Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Electricity market Markov chain Forecasting Statistics Mathematical finance Time series analysis
840	Microsoft Word - Discussion.doc Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-12-10 12:54:54 Autoregressive conditional heteroskedasticity Statistics Software development Video game development Electronic Arts Entertainment Software Association

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