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Autoregressive model
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91	CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management Add to Reading List Source URL: www.econ.au.dk Language: English - Date: 2011-09-21 09:12:59 Options Finance Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Implied volatility Black–Scholes Mixture model Time series Mathematical finance Financial economics Statistics
92	Using Multiple Group Modeling to Test Moderators in Meta-Analysis Alexander M. Schoemann M3 2015 Add to Reading List Source URL: www.modeling.uconn.edu Language: English - Date: 2015-05-20 17:50:16 Econometrics Meta-analysis Systematic review Random effects model Effect size Regression analysis Autoregressive conditional heteroskedasticity Statistics Science Medical statistics
93	Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-09-13 10:12:51 Economics Volatility VIX Variance swap Stochastic volatility Valuation of options Autoregressive conditional heteroskedasticity Implied volatility Heston model Mathematical finance Finance Financial economics
94	Improving Judicial Ideal Point Estimates with a More Realistic Model of Opinion Content∗ Jong Hee Park Department of Political Science Washington University Add to Reading List Source URL: mqscores.berkeley.edu Language: English - Date: 2014-07-14 18:26:26 Prior probability Probability and statistics Economics Statistics Supreme Court of the United States Autoregressive conditional heteroskedasticity
95	ROMANIAN STATISTICAL REVIEW www.revistadestatistica.ro CONTENTSVOLATILITY SPILLOVER ACROSS ENERGY INDICES OF THE STOCK Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2015-05-05 02:38:52 Autoregressive conditional heteroskedasticity Markov chain VIX Time series Volatility Economic model Quantitative analyst GAUSS BRIC Statistics Mathematical finance Mathematical sciences
96	Final Exam ST565 June 12, 2012 Name: • You have 110 minutes to complete the exam • There are 7 questions, answer all of the questions. Add to Reading List Source URL: stat565.cwick.co.nz Language: English - Date: 2014-02-10 12:17:41 Variogram Autoregressive integrated moving average Moving-average model Partial autocorrelation function Periodogram Statistics Noise Geostatistics
97	Stat 565 Properties Of AR(p) & MA(q) JanCharlotte Wickham Thursday, January 23, 14 Add to Reading List Source URL: stat565.cwick.co.nz Language: English - Date: 2014-01-23 10:31:46 Autoregressive model Noise Moving-average model Invertible knot
98	CFE-ERCIM PROGRAMME CHANGES • Cancellations: Abstract C135: H. Suenaga. Estimating a term-structure model of commodity prices with heteroskedastic measurement error. Session CS76. Modelling the term structure of intere Add to Reading List Source URL: www.cfenetwork.org Language: English - Date: 2013-12-13 11:12:26 Time series Autoregressive conditional heteroskedasticity Regression analysis Scientific modelling Economic model Bayesian econometrics Mixture model Dynamic stochastic general equilibrium Statistics Econometrics Economics
99	Stat 565 Some Basic Time Series Models JanCharlotte Wickham Monday, January 20, 14 Add to Reading List Source URL: stat565.cwick.co.nz Language: English - Date: 2014-01-22 12:34:56 Noise Stochastic processes Signal processing Autocovariance Covariance function Autocorrelation White noise Stationary process Autoregressive model Statistics Time series analysis Covariance and correlation
100	1455 Discussion Papers Deutsches Institut für Wirtschaftsforschung Add to Reading List Source URL: diw.de Language: English - Date: 2015-05-31 05:24:22 Autoregressive conditional heteroskedasticity Vector autoregression Economic model Heteroscedasticity Covariance Statistics Econometrics Time series analysis

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