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Autoregressive conditional heteroskedasticity
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891	January 7, 2013 Curriculum Vitae Add to Reading List Source URL: www.diw.de Language: English - Date: 2013-10-25 12:26:13 Econometrics Fellows of the Econometric Society Autoregressive–moving-average model JMulTi Vector autoregression Unit root test Autoregressive conditional heteroskedasticity Søren Johansen Methodology of econometrics Statistics Time series analysis Economics
892	M PRA Munich Personal RePEc Archive Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2013-02-13 06:19:48 Economics Volatility Implied volatility VIX Black–Scholes VDAX Option Robert F. Engle Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance
893	∗ † ‡ Add to Reading List Source URL: home.hiroshima-u.ac.jp Language: English - Date: 2002-10-08 05:36:30 Time series analysis TOPIX Normal distribution Statistics Autoregressive conditional heteroskedasticity Econometrics
894	Journal of Mathematical Psychology ( ) Add to Reading List Source URL: www.newcl.org Language: English - Date: 2010-12-13 18:06:13 Deviance information criterion Bayes factor Hierarchical Bayes model Deviance Prior probability Pareto efficiency Hyperparameter Akaike information criterion Autoregressive conditional heteroskedasticity Statistics Bayesian statistics Parameter
895	Vol. XVI Nos[removed] Add to Reading List Source URL: www.iiml.ac.in Language: English - Date: 2010-02-05 04:05:36 Indian Institute of Management Lucknow S&P Autoregressive conditional heteroskedasticity S&P CNX Nifty Lucknow National Stock Exchange of India INDEX Volatility Noida Indian Railways Rail transport in India Mathematical finance
896 $Markov models / Fractals / M-estimators / Stochastic volatility / Markov chain / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Maximum likelihood / Statistics / Mathematical finance / Estimation theory$	Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet Add to Reading List Source URL: www.cirano.qc.ca Language: English - Date: 2007-02-14 15:26:47 Markov models Fractals M-estimators Stochastic volatility Markov chain Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Maximum likelihood Statistics Mathematical finance Estimation theory
897	PDF Document Add to Reading List Source URL: www.actuaries.org Language: English - Date: 2011-04-20 11:08:48 Insurance Financial ratios Finance Wilkie investment model Autoregressive conditional heteroskedasticity Box–Jenkins Vector autoregression T-statistic Economic model Statistics Time series analysis Econometrics
898	PDF Document Add to Reading List Source URL: www2.research.att.com Language: English - Date: 2008-12-12 12:36:00 Regression analysis Least squares Numerical linear algebra Netflix Prize Root-mean-square deviation Singular value decomposition Autoregressive conditional heteroskedasticity Errors and residuals in statistics Mean squared error Statistics Time series analysis Econometrics
899	PDF Document Add to Reading List Source URL: repub.eur.nl Language: English - Date: 2011-02-02 10:50:06 Econometrics Statistical tests Statistical theory Unit root Prior probability Statistical inference Autoregressive conditional heteroskedasticity Bayesian inference Jeffreys prior Statistics Time series analysis Bayesian statistics
900	PDF Document Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2012-07-27 16:51:42 Estimation theory Econometrics Vector autoregression Cointegration Maximum likelihood Likelihood function Fisher information Autoregressive conditional heteroskedasticity Normal distribution Statistics Time series analysis Bayesian statistics

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