Autoregressive conditional heteroskedasticity

Results: 926



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921Economics / Technical analysis / Volatility / Futures contract / Foreign exchange market / Autoregressive conditional heteroskedasticity / Financial market / Hedge / Derivative / Financial economics / Finance / Mathematical finance

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Source URL: www.dhruvacollege.net

- Date: 2011-12-29 06:04:23
922Econometrics / Eric Ghysels / Robert F. Engle / Neil Shephard / Volatility / Tim Bollerslev / Autoregressive conditional heteroskedasticity / Andrew Lo / Peter Reinhard Hansen / Economics / Fellows of the Econometric Society / Statistics

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Source URL: econ.duke.edu

Language: English
923Regression 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

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Source URL: www.netflixprize.com

Language: English - Date: 2008-12-10 08:22:18
924Regression analysis / Multivariate statistics / Data analysis / Vector autoregression / Structural equation modeling / Variance / Matrix / Autoregressive conditional heteroskedasticity / Covariance / Statistics / Econometrics / Time series analysis

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Source URL: cran.r-project.org

Language: English - Date: 2013-08-29 14:19:59
925Copula / Statistical dependence / Generalised hyperbolic distribution / Normal distribution / Volatility / Autoregressive conditional heteroskedasticity / Skewness / Probability distribution / Expectation–maximization algorithm / Statistics / Mathematical finance / Actuarial science

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Source URL: etd.lib.fsu.edu

- Date: 2005-11-03 22:19:59
926Statistical hypothesis testing / P-value / Statistical power / Type I and type II errors / Statistical significance / Null hypothesis / Autoregressive conditional heteroskedasticity / Bonferroni correction / Sensitivity and specificity / Statistics / Hypothesis testing / False discovery rate

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Source URL: www.pnas.org

Language: English - Date: 2011-04-30 14:36:32
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