Autoregressive conditional heteroskedasticity

Results: 926



#Item
881Statistical hypothesis testing / Capital asset pricing model / Autoregressive conditional heteroskedasticity / Prey switching / Statistics / Time series analysis / Forecasting

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills Author(s): Roy D. Henriksson and Robert C. Merton

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Source URL: www.people.hbs.edu

Language: English - Date: 2008-08-18 15:59:35
882Mathematical finance / Financial services / Drawdown / Volatility / Econometrics / Hedge fund / Autoregressive conditional heteroskedasticity / Collective investment scheme / Standard deviation / Statistics / Financial economics / Investment

Microsoft Word - Max Drawdown Paper31.doc

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Source URL: www.intelligenthedgefundinvesting.com

Language: English - Date: 2005-10-10 22:07:06
883Mathematics / Volatility / Local volatility / Black–Scholes / Multifractal system / Log-normal distribution / Autoregressive conditional heteroskedasticity / Renormalization group / Time series / Mathematical finance / Statistics / Financial economics

Eur. Phys. J. B 2, 277–[removed]THE EUROPEAN

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Source URL: www.finance.martinsewell.com

Language: English - Date: 2013-01-21 16:27:57
884Economics / Autoregressive conditional heteroskedasticity / Autoregressive–moving-average model / Unit root test / Vector autoregression / Time series / Economic model / Unit root / Econometric model / Statistics / Econometrics / Time series analysis

April, 2013 CURRICULUM VITAE

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Source URL: blogs.helsinki.fi

Language: English - Date: 2013-04-08 13:06:49
885Italian nobility / Metaphysicians / Thomas Aquinas / Autoregressive conditional heteroskedasticity / Christianity / Philosophy / Empiricists

The Good of Marriage and the Morality of Sexual Relations: Some Philosophical and Historical Observations [American Journ al of Juri spru den ce[removed]]

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Source URL: www.princeton.edu

Language: English - Date: 2008-10-31 08:34:01
886Econometrics / Knights Bachelor / David Forbes Hendry / Autoregressive conditional heteroskedasticity / Clive Granger / Economic model / Eric Ghysels / Yongcheol Shin / Economics / Fellows of the Econometric Society / Statistics

CURRICULUM VITAE NAME:

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Source URL: www.swufe.edu.cn

Language: English - Date: 2013-11-22 12:21:29
887Republics / Earth / Bodies of water / Maldives / Autoregressive conditional heteroskedasticity / Tourism / Seychelles / Indian Ocean earthquake and tsunami / Time series / Indian Ocean / Island countries / Member states of the United Nations

Modelling International Tourism Demand and Uncertainty in Maldives and Seychelles: A Portfolio Approach

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Source URL: www.ecu.edu.au

Language: English - Date: 2013-01-21 22:45:44
888Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

Joint Industry Committee for Regional Press Research Top line readership data for all JICREG subscribing

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Source URL: jiab.jicreg.co.uk

Language: English - Date: 2010-04-21 12:24:22
889Econometrics / Statistical inference / Change detection / Unit root / Stationary process / Time series / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Structural break / Statistics / Time series analysis / Statistical tests

Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks; by Rabah Arezki, Kaddour Hadri, Prakash Loungani, Yao Rao; IMF Working Paper[removed]; August 1, 2013

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Source URL: www.imf.org

Language: English - Date: 2013-08-16 09:38:29
890Statistics / Futures contract / Autoregressive conditional heteroskedasticity / Volatility / Stock market index future / KOSPI / Robert F. Engle / Mathematical finance / Economics / Financial economics

Stock Index Futures Trading and Volatility in International Equity

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Source URL: www.krannert.purdue.edu

Language: English - Date: 2007-08-28 16:32:33
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