Autoregressive model

Results: 523



#Item
121Autoregressive conditional heteroskedasticity / Time series / Linear regression / Unit root test / Autoregressive–moving-average model / Akaike information criterion / Autoregressive conditional duration / Threshold model / Heteroscedasticity / Statistics / Time series analysis / Econometrics

Curriculum Vitae for WAI KEUNG LI Ph. D. Department of Statistics & Actuarial Science

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2014-10-29 02:24:37
122Autoregressive conditional heteroskedasticity / Heteroscedasticity / Estimator / Time series / Heteroscedasticity-consistent standard errors / Statistics / Econometrics / Time series analysis

Joint Statistics Seminar The Hong Kong University of Science and Technology GARCH Model with Ergodic and Stationary Rescaled Errors by

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-02-02 21:58:08
123Mathematical finance / Econometrics / Technical analysis / Volatility / Autoregressive conditional heteroskedasticity / Option / Financial econometrics / Economic model / Valuation / Economics / Finance / Financial economics

Joint Seminar The Hong Kong University of Science and Technology Department of Information Systems, Business Statistics and Operations Management Department of Finance Exploring Time-Varying Jump Intensities: Evidence f

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-04-13 22:52:32
124Mathematics / Periodogram / Spectral density / Autoregressive model / Trigonometric functions / Fourier series / Autocovariance / Mathematical analysis / Fourier analysis / Statistics

Stat 565 Estimating The Spectrum Feb 27th 2014 Charlotte Wickham Thursday, February 27, 14

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Source URL: stat565.cwick.co.nz

Language: English - Date: 2014-02-27 15:18:40
125Autoregressive conditional heteroskedasticity / Regional science / Employment / Statistics / Intelligence / Intelligence quotient / Paul Krugman / Economics / Time series analysis / Economic model

Do jobs-follow-people or people-follow-jobs? Presentatie voor de RSA Nederland bijeenkomst ‘Mobiliteit en infrastructuur in polycentrische stedelijke gebieden’, Antwerpen, 24 aprilJouke van Dijk, based on joi

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Source URL: www.rsanederland.nl

Language: English - Date: 2014-05-09 04:08:16
126Econometrics / New classical macroeconomics / Time series analysis / Dynamic stochastic general equilibrium / Real business cycle theory / Vector autoregression / Economic model / Autoregressive conditional heteroskedasticity / Business cycle / Macroeconomics / Statistics / Economics

doi:j.jedc

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Source URL: users.ox.ac.uk

Language: English - Date: 2013-12-20 16:52:48
127Estimation theory / Econometrics / Linear regression / Time series / Autoregressive integrated moving average / Errors and residuals in statistics / T-statistic / Simple linear regression / Linear model / Statistics / Regression analysis / Parametric statistics

SWOV Fact sheet Time series analysis Summary Time series analysis can be used to quantitatively monitor, describe, explain, and predict road safety developments. Time series analysis techniques offer the possibility of q

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Source URL: www.swov.nl

Language: English - Date: 2013-08-06 10:39:00
128Prediction / Time / Forecasting / Autoregressive integrated moving average / Box–Jenkins / Demand forecasting / Macroeconomic model / Arima / Time series / Statistics / Time series analysis / Statistical forecasting

PDF Document

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Source URL: www.icrc.act.gov.au

Language: English - Date: 2015-04-23 00:54:02
129Autoregressive conditional heteroskedasticity / Regression analysis / Economic model / Robust regression / Statistics / Econometrics / Time series analysis

PDF Document

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Source URL: dspace.fsktm.um.edu.my

Language: English - Date: 2009-12-01 03:21:39
130Probability and statistics / Technical analysis / Carbon finance / Emissions trading / European Union Emission Trading Scheme / Autoregressive conditional heteroskedasticity / Volatility / Mixture model / Normal distribution / Statistics / Mathematical finance / Climate change policy

Understanding volatility dynamics in the EU-ETS market Maria Eugenia Sanin, Maria Mansanet-Bataller and Francesco Violante CREATES Research PaperDepartment of Economics and Business

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Source URL: econ.au.dk

Language: English - Date: 2015-01-15 03:10:00
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