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Autoregressive model
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181	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2015-04-03 13:10:06 Finance Variance Skewness Capital asset pricing model Volatility Risk-neutral measure Risk premium Risk Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Statistics
182	Forecasting time series using R 1 Forecasting time series using R Add to Reading List Source URL: robjhyndman.com Language: English - Date: 2011-10-27 00:53:06 Forecasting Statistical forecasting Time series Autoregressive integrated moving average Macroeconomic model Exponential smoothing Lee-Carter model Statistics Time series analysis Data analysis
183	A Theoretical Analysis of Pseudo-Relevance Feedback Models Stéphane Clinchant Eric Gaussier Add to Reading List Source URL: ama.liglab.fr Language: English - Date: 2013-07-08 04:02:51 Statistics Statistical natural language processing Tf*idf Relevance feedback Economic model Language model Autoregressive conditional heteroskedasticity Expectation–maximization algorithm Query expansion Information science Information retrieval Science
184	Classical Decomposition Model Revisited • recall classical decomposition model Xt = mt + st + Wt (∗) Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-03-09 15:00:30 Structure Mathematics Mathematical sciences Noise Autoregressive integrated moving average Moving-average model
185	Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simpl Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-02-27 11:14:32 XT Partial autocorrelation function Moving-average model Statistics Autoregressive integrated moving average Noise
186	arch Documentation Release 3.0 Kevin Sheppard March 30, 2015 Add to Reading List Source URL: media.readthedocs.org Language: English - Date: 2015-03-30 18:06:56 Statistics Autoregressive conditional heteroskedasticity Technical analysis Economics Volatility Mathematical sciences Economic model Covariance and contravariance Stochastic volatility Mathematical finance Econometrics Time series analysis
187	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Identifying Efficient Exchange Rate Dynamics from Noisy Data Felix Chan a Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:10 Time series analysis Foreign exchange market Cointegration Forward exchange rate Unit root Autoregressive conditional heteroskedasticity Exchange rate Economic model Central limit theorem Economics Statistics Econometrics
188	State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-03-11 13:06:00 Stochastic processes Data compression White noise Autoregressive model Covariance Statistics Noise Time series analysis
189 $Mathematical finance / Econometrics / Time series analysis / Financial economics / Autoregressive conditional heteroskedasticity / Autoregressive fractionally integrated moving average / Volatility / Economic model / Time series / Statistics / Economics / Finance$	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Time Series Properties of Liquidation Discount F. Chan a , J. Gould a , R. Singh a and J.W. Y Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:06:19 Mathematical finance Econometrics Time series analysis Financial economics Autoregressive conditional heteroskedasticity Autoregressive fractionally integrated moving average Volatility Economic model Time series Statistics Economics Finance
190	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Diagnostic checking for Non-stationary ARMA Models: An Application to Financial Data S.-Q. Li Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:14 Parametric statistics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity T-statistic Statistics Time series analysis Econometrics

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