Autoregressive conditional heteroskedasticity

Results: 926



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901Forecasting / Partial autocorrelation function / Seasonality / Time series / Autoregressive conditional heteroskedasticity / Arima / Regression analysis / Box–Jenkins / Statistics / Time series analysis / Autoregressive integrated moving average

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Source URL: analytics.ncsu.edu

Language: English - Date: 2008-05-21 10:27:26
902Time series analysis / Normal distribution / Likelihood function / Regression analysis / NumXL / Statistics / Econometrics / Autoregressive conditional heteroskedasticity

ARMA Models with GARCH/APARCH Errors

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2011-10-05 21:02:31
903Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis

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Source URL: www.princeton.edu

Language: English - Date: 2010-11-03 02:50:45
904Economics / SETAR / Autoregressive conditional heteroskedasticity / Economic model / STAR model / Financial econometrics / Cointegration / Threshold model / Vector autoregression / Statistics / Time series analysis / Econometrics

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2011-07-20 09:14:15
905Finance / Economics / Implied volatility / Black–Scholes / Autoregressive conditional heteroskedasticity / Volatility / Foreign-exchange option / Quantitative analyst / Valuation of options / Financial economics / Mathematical finance / Options

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Source URL: www.ijf.hr

Language: English - Date: 2007-03-27 14:50:16
906Random walk / Brownian motion / Hurst exponent / Continuous wavelet transform / Autoregressive conditional heteroskedasticity / Power law / Normal distribution / Wavelet / Central limit theorem / Statistics / Stochastic processes / Detrended fluctuation analysis

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Source URL: www.fel.duke.edu

Language: English - Date: 2005-04-15 18:15:39
907Random walk / Brownian motion / Hurst exponent / Continuous wavelet transform / Autoregressive conditional heteroskedasticity / Power law / Normal distribution / Wavelet / Central limit theorem / Statistics / Stochastic processes / Detrended fluctuation analysis

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Source URL: www.fel.duke.edu

Language: English - Date: 2005-04-15 18:15:39
908Fellows of the Econometric Society / David Forbes Hendry / Knights Bachelor / Time series analysis / Economic model / Autoregressive conditional heteroskedasticity / Econometric model / Methodology of econometrics / OxMetrics / Econometrics / Economics / Statistics

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Source URL: www-bcf.usc.edu

Language: English - Date: 2000-04-21 02:56:49
909Time series analysis / Durbin–Watson statistic / Linear regression / Least squares / Errors and residuals in statistics / Autoregressive conditional heteroskedasticity / Degrees of freedom / Spurious relationship / Econometric model / Statistics / Econometrics / Regression analysis

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Source URL: www.climateaudit.info

Language: English - Date: 2007-01-31 03:00:00
910Error / Measurement / Econometrics / Errors and residuals in statistics / Earthquake / Autoregressive conditional heteroskedasticity / Aftershock / Richter magnitude scale / Statistics / Regression analysis / Seismology

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Source URL: usgsprojects.org

Language: English - Date: 2011-05-09 19:47:12
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