Autoregressive model

Results: 523



#Item
231Sage / Autocovariance / AN/FSQ-7 / Autocorrelation / Autoregressive model / Statistics / Covariance and correlation / Time series analysis

Sage Reference Manual: Quantitative Finance Release 6.6.beta0 The Sage Development Team

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Source URL: sagemath.org

Language: English - Date: 2015-02-21 07:35:22
232Mathematical sciences / Volatility / Stochastic volatility / Markov chain / Economic model / Normal distribution / Autoregressive conditional heteroskedasticity / Random walk / Markov switching multifractal / Statistics / Mathematical finance / Financial economics

Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank Westerhoff

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Source URL: www.uni-bamberg.de

Language: English - Date: 2011-04-13 05:36:57
233Mathematical finance / International economics / Stock market / Autoregressive conditional heteroskedasticity / Econometrics / Exchange rate / Economic model / Technical analysis / Volatility / Economics / Foreign exchange market / Financial economics

Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists

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Source URL: www.uni-bamberg.de

Language: English - Date: 2011-02-08 15:03:32
234Forecasting / Statistical forecasting / Time series analysis / Electricity market / Economic model / Macroeconomic model / Autoregressive integrated moving average / Statistics / Electric power distribution / Data analysis

Improving electricity market price scenarios by means of forecasting factor models M. Pilar Mu˜ noz, Cristina Corchero and F.-Javier Heredia Dept. of Statistics and Operations Research Universitat Polit`ecnica de Catalu

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Source URL: upcommons.upc.edu

Language: English - Date: 2013-10-09 07:31:46
235Noise / Stochastic processes / Fourier analysis / Spectral density / Autoregressive model / Time series / Stationary process / Multitaper / White noise / Statistics / Signal processing / Time series analysis

The Interpretation of Short Climate Records, with Comments on the North Atlantic and Southern Oscillations Carl Wunsch Program in Atmospheres, Oceans, and Climate, Department of Earth, Atmospheric, and Planetary

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Source URL: ocean.mit.edu

Language: English - Date: 2003-01-11 14:48:49
236Autoregressive integrated moving average / Box–Jenkins / Moving-average model / Time series / Autoregressive conditional heteroskedasticity / Autocorrelation / Mackerel / Autoregressive model / Forecasting / Statistics / Time series analysis / Partial autocorrelation function

Indian Journal of Fisheries 38 (2) : [removed], June[removed]Trend analysis in all-India mackerel catches using ARIMA models A NOBLE1 and T V SATHIANANDAN2

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Source URL: eprints.cmfri.org.in

Language: English - Date: 2010-03-26 04:50:47
237Noise / Autocorrelation / Regression analysis / Signal processing / Partial autocorrelation function / Moving-average model / Autoregressive integrated moving average / White noise / Relaxation / Statistics / Time series analysis / Covariance and correlation

An. S ¸ t. Univ. Ovidius Constant ¸a Vol. 10(2), 2002, 1–8

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Source URL: www.emis.de

Language: English - Date: 2008-10-13 03:23:37
238Financial economics / Variance swap / VIX / Stochastic volatility / Volatility / Heston model / Implied volatility / Geometric Brownian motion / Autoregressive conditional heteroskedasticity / Mathematical finance / Statistics / Finance

Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard

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Source URL: www.iaeng.org

Language: English - Date: 2011-05-08 20:24:43
239Maximum likelihood / Estimator / Correlation and dependence / Trend estimation / Stationary process / Likelihood function / Autoregressive model / Statistics / Estimation theory / Normal distribution

M PRA Munich Personal RePEc Archive On the Correlations of Trend-Cycle Errors Tatsuma Wada

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2013-03-01 03:57:50
240Econometrics / Statistical inference / Time series analysis / Estimator / Autoregressive conditional heteroskedasticity / M-estimator / Autocorrelation / Fixed effects model / Ordinary least squares / Statistics / Estimation theory / Regression analysis

THE MAXWELL SCHOOL CENTER FOR RESEARCH W O R K I N G

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Source URL: www.maxwell.syr.edu

Language: English - Date: 2014-12-22 13:50:31
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