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Autoregressive conditional heteroskedasticity
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841	C URRICULUM V ITAE M ARCELO C. M EDEIROS A DDRESS Department of Economics Pontifical Catholic University of Rio de Janeiro (PUC-Rio) Add to Reading List Source URL: www.econ.puc-rio.br Language: English - Date: 2012-12-17 12:00:14 Econometrics Statistical forecasting Medeiros Forecasting Autoregressive conditional heteroskedasticity Statistics Time series analysis Economics
842	Microsoft PowerPoint - discussion ciccarelli.ppt [Read-Only] Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-12-15 10:06:35 Inflation Persistence Time series Autoregressive conditional heteroskedasticity Data analysis Science Computing Econometrics Economics
843	USING MEAN REVERSION AS A MEASURE OF PERSISTENCE* Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-11-29 08:12:02 Estimation theory Estimator Statistical inference Unit root Autoregressive conditional heteroskedasticity Normal distribution Statistics Time series analysis Econometrics
844	Fast micro and slow macro: Can aggregation explain the persistence of in‡ation? Filippo Altissimo (ECB and CEPR), Benoît Mojon (ECB and Université de la Méditerranée) Paolo Za¤aroni (Banca d’Italia) November 200 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-12-03 05:27:21 Autoregressive conditional heteroskedasticity Econometrics Economic model Moving-average model Statistics Time series analysis Noise
845	Uncertainty and Economic Activity: A Global Perspective Ambrogio Cesa-Bianchi 1 M. Hashem Pesaran Alessandro Rebucci 3 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:15:22 Mathematical sciences Volatility VIX Economic model Autoregressive conditional heteroskedasticity Mathematical finance Statistics Economics
846	PHYSICAL REVIEW E 69, 036130 共2004兲 Finite hedging in field theory models of interest rates Belal E. Baaquie* and Marakani Srikant† Department of Physics, National University of Singapore, 2 Science Drive, Singapo Add to Reading List Source URL: srikant.org Language: English - Date: 2009-11-30 21:40:16 Quantum field theory Quantum mechanics Fixed income analysis Heath–Jarrow–Morton framework Mathematics Autoregressive conditional heteroskedasticity Functional integration Mathematical finance Physics Mathematical analysis
847	2013 RECYCLING SCHEDULE HOLIDAYS ROLL 1 DAY IF IT FALLS MONDAY-FRIDAY New Years Day Labor Day Memorial Day Thanksgiving Day Add to Reading List Source URL: avistonil.org Language: English - Date: 2014-02-13 15:16:48 Autoregressive conditional heteroskedasticity Dimension Analytic geometry Differential geometry Envelope
848 $Statistics / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Realized variance / Time series / Markov switching multifractal / Mathematical finance / Financial economics / Finance$	M PRA Munich Personal RePEc Archive Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2013-02-11 17:57:22 Statistics Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Realized variance Time series Markov switching multifractal Mathematical finance Financial economics Finance
849	M PRA Munich Personal RePEc Archive Garch Parameter Estimation Using High-Frequency Data Marcel P. Visser Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2013-02-11 17:58:16 Statistical theory Statistical inference Econometrics Stochastic volatility Autoregressive conditional heteroskedasticity Maximum likelihood Volatility Bias of an estimator Estimator Statistics Mathematical finance Estimation theory
850	doi:[removed]j.tpb[removed] Add to Reading List Source URL: www.collective-behavior.com Language: English - Date: 2014-06-04 01:02:11 Regression analysis Statistical models Statistical theory Maximum likelihood Variance Linear regression Economic model Autoregressive conditional heteroskedasticity Mathematical model Statistics Estimation theory Econometrics

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