Autoregressive conditional heteroskedasticity - PDFSEARCH.IO - Document Search Engine

Autoregressive conditional heteroskedasticity
Results: 926

#	Item
911	PDF Document Add to Reading List Source URL: sticerd.lse.ac.uk Language: English - Date: 2002-09-17 11:01:37 Denis Sargan Thomas Tooke Instrumental variable Econometric model Semiparametric model Economic model Autoregressive conditional heteroskedasticity Asymptotic theory Francis Ysidro Edgeworth Statistics Econometrics Economics
912	PDF Document Add to Reading List Source URL: sims.princeton.edu Language: English - Date: 2010-11-18 17:03:07 Macroeconomic model Economic model Econometric model Dynamic stochastic general equilibrium Christopher A. Sims Instrumental variable Autoregressive conditional heteroskedasticity Bayesian inference Jacques Drèze Statistics Economics Econometrics
913	PDF Document Add to Reading List Source URL: mqscores.wustl.edu Language: English - Date: 2010-06-07 17:56:48 Markov models Bayesian statistics Time series analysis Expectation–maximization algorithm Kalman filter Prior probability Normal distribution Regression analysis Autoregressive conditional heteroskedasticity Statistics Econometrics Estimation theory
914	PDF Document Add to Reading List Source URL: mams.rmit.edu.au Language: English Econometrics Time series analysis Economics Autoregressive conditional heteroskedasticity G factor Correlation and dependence Diversification Cross-correlation Covariance and correlation Statistics Financial risk
915	PDF Document Add to Reading List Source URL: lx2.saas.hku.hk Language: English - Date: 2012-02-22 02:47:37 Statistical models Econometrics Stochastic processes SETAR STAR model Autoregressive–moving-average model Threshold model Akaike information criterion Autoregressive conditional heteroskedasticity Statistics Time series analysis Non-linear systems
916	PDF Document Add to Reading List Source URL: ejes.uaic.ro Language: English - Date: 2012-06-30 12:03:58 Crowd psychology Financial contagion Mathematical finance Stock market crashes Financial crisis Volatility Autoregressive conditional heteroskedasticity Late-2000s financial crisis Contagion Economics Financial crises Economic bubbles
917	Untitled Add to Reading List Source URL: anthropology.osu.edu Language: English - Date: 2012-05-31 13:11:48 Interpolation Linear algebra Numerical analysis Abstract algebra Polynomial regression Orthogonality Autoregressive conditional heteroskedasticity Polynomial Curve fitting Regression analysis Mathematics Statistics
918	PDF Document Add to Reading List Source URL: journal.acs-cam.org.uk Language: English - Date: 2011-02-16 07:48:14 Statistical tests Cointegration Granger causality Unit root Vector autoregression Autoregressive conditional heteroskedasticity Causality Heteroscedasticity Economic model Statistics Time series analysis Econometrics
919	Untitled Add to Reading List Source URL: adm.wustl.edu Language: English - Date: 2007-11-01 10:55:04 Markov models Bayesian statistics Time series analysis Expectation–maximization algorithm Kalman filter Prior probability Normal distribution Regression analysis Autoregressive conditional heteroskedasticity Statistics Econometrics Estimation theory
920	PDF Document Add to Reading List Source URL: doc.rero.ch Language: English Finance Technical analysis Financial risk Autoregressive conditional heteroskedasticity Econometrics Time series analysis Volatility Historical simulation Mathematical finance Financial economics Economics

UPDATE