Autoregressive model

Results: 523



#Item
201Finance / Financial markets / Financial risk / Capital asset pricing model / Volatility / Efficient-market hypothesis / Autoregressive conditional heteroskedasticity / Stock market / Financial contagion / Financial economics / Mathematical finance / Economics

Has financial market integration increased during the 1990s? Juan Ayuso and Roberto Blanco1 1. Introduction

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:17:04
202Electroencephalography / Evoked potentials / Neuroscience / Multistable perception / Perception / Autoregressive conditional heteroskedasticity / Event-related potential / Nervous system / Statistics / Econometrics / Time series analysis

Cognitive Time Scales in a Necker-Zeno Model for Bistable Perception H. Atmanspacher1,2 , M. Bach3 , T. Filk1,2,4 , J. Kornmeier3 and H. R¨ omer4

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Source URL: www.wisebrain.org

Language: English - Date: 2011-03-01 05:48:11
203Signal processing / Econometrics / Estimation theory / Spectral density estimation / Autoregressive–moving-average model / Electroencephalography / Moving-average model / Autoregressive conditional heteroskedasticity / Autoregressive model / Statistics / Noise / Time series analysis

Kaipio, Jari. Simulation and Estimation of Nonstationary EEG. Kuopio University Publications C. Natural and Environmental Sciences[removed]p. ISBN[removed]ISSN[removed]ABSTRACT

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Source URL: dsp-book.narod.ru

Language: English - Date: 2013-05-06 00:56:54
204Box–Jenkins / Autoregressive integrated moving average / Moving-average model / Autocorrelation / Seasonality / Forecasting / Time series / Autoregressive model / Regression analysis / Statistics / Time series analysis / Partial autocorrelation function

Microsoft PowerPoint - Slides_on_ARIMA_models--Robert_Nau.pptx

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Source URL: people.duke.edu

Language: English - Date: 2014-11-29 15:39:14
205Financial economics / Volatility / Autoregressive conditional heteroskedasticity / Economic model / Industrial organization / Stochastic volatility / Robert F. Engle / Mathematical finance / Economics / Statistics

Working paper No. 7 March 2015  Market Power Dynamics and Price Volatility in Markets

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2015-03-14 00:25:24
206Econometrics / Noise / Autoregressive conditional heteroskedasticity / Technical analysis / Mathematical finance / Time series / Volatility / Forecasting / Autoregressive–moving-average model / Statistics / Time series analysis / Economics

Bangko Sentral ng Pilipinas BSP Working Paper Series Forecasting the Volatility of Philippine Inflation using GARCH Models

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Source URL: www.bsp.gov.ph

Language: English - Date: 2013-11-05 13:22:15
207Summary statistics / Data analysis / Signal processing / Autoregressive–moving-average model / Covariance matrix / Covariance / Sample mean and sample covariance / Estimation theory / Central limit theorem / Statistics / Covariance and correlation / Matrices

Microsoft Word - BONDON Pascal + PASCAL frederic (24 Mar[removed]docx

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2015-03-20 07:17:20
208Cluster analysis / Data mining / Geostatistics / Dynamic time warping / Mixture model / Expectation–maximization algorithm / K-means clustering / Lasso / Autoregressive conditional heteroskedasticity / Statistics / Machine learning / Time series analysis

Ups and Downs in Buzzes: Life Cycle Modeling for Temporal Pattern Discovery Yi Chang†, Makoto Yamada†, Antonio Ortega‡, Yan Liu‡ † Yahoo Labs, Sunnyvale, CA 94089 ‡ University of Southern California, Los Ange

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Source URL: labs.yahoo.com

Language: English - Date: 2014-12-08 13:18:22
209Bayesian statistics / Vector autoregression / Statistical theory / Economic model / Demand for money / Statistical inference / Autoregressive conditional heteroskedasticity / Regression analysis / A priori / Statistics / Econometrics / Time series analysis

Identifying Monetary Policy Shocks via Heteroskedasticity: a Bayesian Approach Dmitry Kulikov, Aleksei Netšunajev Working Paper Series

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Source URL: www.eestipank.ee

Language: English - Date: 2013-10-21 08:39:56
210Covariance and correlation / Error / Measurement / Partial autocorrelation function / Autoregressive integrated moving average / Errors and residuals in statistics / Time series / Variance / Autoregressive–moving-average model / Statistics / Regression analysis / Time series analysis

ITSM-R Reference Manual George Weigt [removed] November 11, 2013 Contents

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Source URL: eigenmath.sourceforge.net

Language: English - Date: 2014-12-07 12:48:19
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