Autoregressive conditional heteroskedasticity

Results: 926



#Item
851Statistical models / Fractals / Econometrics / Power law / Brownian motion / Autoregressive conditional heteroskedasticity / Mathematical model / Economic model / Stochastic volatility / Statistics / Stochastic processes / Mathematical finance

January 4, [removed]:38 WSPC/S0218-1274

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Source URL: www.collective-behavior.com

Language: English - Date: 2014-06-04 01:05:31
852Indian Geophysical Union / India / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

INDIAN GEOPHYSICAL UNION NGRI Campus, Uppal Road, HYDERABAD – [removed]NOMINATION FORM For Fellowship / Membership of I.G.U.

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Source URL: www.igu.in

Language: English - Date: 2013-11-08 10:30:19
853Autoregressive integrated moving average / Akaike information criterion / Autoregressive–moving-average model / Partial autocorrelation function / Forecasting / Unit root / Time series / Autoregressive conditional heteroskedasticity / Moving-average model / Statistics / Time series analysis / Box–Jenkins

International Journal of Applied Science and Technology Vol. 3 No. 1; January 2013 Modeling and Forecasting Maternal Mortality; an Application of ARIMA Models Smart A. Sarpong

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Source URL: www.ijastnet.com

Language: English - Date: 2013-03-05 01:46:01
854Time series analysis / English orthography / American English / Standard English / Linguistics / English phonology / Autoregressive conditional heteroskedasticity / Econometrics

NEW ZEALAND ARCHAEOLOGI CAL ASSOCI ATI ON[removed]KEYNOTE ADDRESS Br ian Fagan

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Source URL: www.nzarchaeology.org

Language: English - Date: 2010-08-20 21:47:34
855Mathematical finance / Petroleum politics / Commodities market / Price of petroleum / Pricing / Benchmark / Petroleum / Autoregressive conditional heteroskedasticity / Volatility / Soft matter / Economics / Business

Microsoft Word - 2_morard, balu_engl.docx

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Source URL: store.ectap.ro

Language: English - Date: 2014-06-03 13:17:37
856Heston model / Normal distribution / Stochastic differential equation / Stochastic volatility / CIR process / Autoregressive conditional heteroskedasticity / Volatility / Martingale / Statistics / Stochastic processes / Mathematical finance

SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:11:37
857Econometrics / Economic theories / Macroeconomics / Rational expectations / Lars Peter Hansen / Economic model / Autoregressive conditional heteroskedasticity / Economics / Fellows of the Econometric Society / Statistics

Uncertainty Outside and Inside Economic Models Nobel Lecture Lars Peter Hansen University of Chicago December 8, 2013

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-01-14 15:10:28
858Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Machine learning / Markov chain / Copula / Cluster analysis / Time series / Autocorrelation / Statistics / Time series analysis / Multivariate statistics

99 - tirážní strana- nečíslovaná.doc

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Source URL: journal.fsv.cuni.cz

Language: English - Date: 2014-03-29 13:09:10
859Autoregressive conditional heteroskedasticity / Education in Texas / State of Texas Assessments of Academic Readiness / Texas Assessment of Knowledge and Skills

Approved by Board – April 24, [removed]Revised Testing Schedule August 27, 2013 RIVIERA INDEPENDENT SCHOOL DISTRICT SCHOOL CALENDAR 2013 – 2014 S

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Source URL: www.rivieraisd.esc2.net

Language: English - Date: 2013-09-11 20:51:05
860Mathematical finance / Statistical tests / Parametric statistics / Cointegration / Johansen test / T-statistic / Vector autoregression / Regression analysis / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Time series analysis

Econometrics Journal (2002), volume 5, pp. 285–318. Distributions of error correction tests for cointegration N EIL R. E RICSSON† AND JAMES G. M AC K INNON‡ † Stop

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Source URL: qed.econ.queensu.ca

Language: English - Date: 2003-01-08 10:39:32
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