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Autoregressive model
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101	Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 21:53:28 Finance Financial markets Capital asset pricing model Beta Weibull distribution Efficient-market hypothesis Autoregressive conditional heteroskedasticity Survival analysis Kenneth French Economics Financial economics Mathematical finance
102	http://www.springer.com 2 Nonstationary Time Series In this chapter, models for nonstationary time series are introduced. Before the characteristics of unit Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:37:59 Dickey–Fuller test Stationary process Autoregressive integrated moving average Trend stationary Time series Random walk Order of integration Autoregressive model Stochastic Statistics Time series analysis Unit root
103	Temporal Aggregation of Equity Return Time-Series Models Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:48:36 Autoregressive conditional heteroskedasticity Econometrics Time series analysis Markov models Stable distribution Stochastic volatility Economic model Log-normal distribution Normal distribution Statistics Probability and statistics Mathematical finance
104	CHAPTER 6. MODEL AND MODEL SUMMARY OUTPUT CHAPTER 7. TUTORIALS Sectionscontain tutorials which introduces the basic ideas in traditional latent class modeling using 4 nominal categorical variables. Add to Reading List Source URL: www.statisticalinnovations.com Language: English - Date: 2009-05-18 08:50:19 Statistical inference Statistical models Computational statistics SPSS Dummy variable Bootstrapping Latent class model Autoregressive conditional heteroskedasticity Statistics Econometrics Regression analysis
105	Stat 565 (S)ARIMA & Forecasting FebCharlotte Wickham Tuesday, February 4, 14 Add to Reading List Source URL: stat565.cwick.co.nz Language: English - Date: 2014-02-04 12:46:23 Autoregressive integrated moving average Partial autocorrelation function Arima Forecasting Moving-average model Ggplot2 Statistics Time series analysis Noise
106	Stat 565 Fitting ARMA Models JanCharlotte Wickham Saturday, February 1, 14 Add to Reading List Source URL: stat565.cwick.co.nz Language: English - Date: 2014-02-01 13:25:54 Noise Autoregressive integrated moving average Time series Partial autocorrelation function Moving-average model Arma Autocorrelation Seasonality Statistics Time series analysis Covariance and correlation
107	The Effect of B Share Market Reform on Volatility Spillovers and Changes in Correlation between Chinese A and B Shares Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:54:35 Econometrics Economics Autoregressive conditional heteroskedasticity Covariance and correlation Financial risk Mathematical sciences Volatility Correlation and dependence Autoregressive–moving-average model Time series analysis Statistics Mathematical finance
108	Parametric spectrum estimation Starting with the MATLAB script below to perform autoregressive power spectral density estimation (start with model order p = 12), test it on a simulated signal with 3 periodicities (say a Add to Reading List Source URL: www.le.ac.uk Language: English - Date: 2003-02-26 10:54:58 Fourier analysis Digital signal processing Periodogram Spectral density MATLAB Fast Fourier transform Mathematical analysis Signal processing Software
109	http://www.springer.com Contents Part I Theoretical Concepts 1 Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2012-07-05 15:37:44 Statistical tests Mathematical finance Cointegration Unit root Noise Autoregressive integrated moving average Phillips–Perron test Error correction model Time series Statistics Time series analysis Econometrics
110	Microsoft Word - BalSimmod2.doc Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:03:04 Autoregressive conditional heteroskedasticity Economics Autoregressive–moving-average model Tourism Time series Majorca Time series analysis Econometrics Statistics

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