Autoregressive model

Results: 523



#Item
241Markov chain / Autoregressive conditional heteroskedasticity / Statistics / Markov processes / Markov models

American Option Pricing in a Markov Chain Market Model Robert J. Elliott School of Mathematical Sciences, University of Adelaide, Australia.

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-01 14:09:50
242Time series analysis / Econometrics / Deviance information criterion / Autoregressive conditional heteroskedasticity / Graphical model / Statistics / Bayesian statistics / Statistical models

Hierarchical Bayesian Models and their Implementation in Multivariate Disease Mapping Modelli Bayesiani gerarchici per l’analisi multivariata della distribuzione geografica del rischio di malattia Sudipto Banerjee, Xia

Add to Reading List

Source URL: cab.unime.it

Language: English - Date: 2010-04-13 05:39:24
243Compartmental models in epidemiology / Scientific modeling / Epidemic model / Stochastic differential equation / Autoregressive conditional heteroskedasticity / Influenza / Mixing / Statistics / Epidemiology / Stochastic processes

Dargatz, Georgescu, Held: Stochastic modelling of the spatial spread of influenza in Germany Sonderforschungsbereich 386, Paper[removed]Online unter: http://epub.ub.uni-muenchen.de/

Add to Reading List

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

Language: English - Date: 2012-05-22 04:46:49
244Autoregressive integrated moving average / SPSS / Econometrics / Partial autocorrelation function / Time series / Autoregressive conditional heteroskedasticity / Moving-average model / Unemployment / Statistics / Time series analysis / Noise

TIME SERIES ANALYSIS AND TRENDS BY USING SPSS PROGRAMME RADMILA KOCURKOVÁ Silesian University in Opava School of Business Administration in Karviná Department of Mathematical Methods in Economics

Add to Reading List

Source URL: www.opf.slu.cz

Language: English - Date: 2001-01-04 10:42:36
245Estimation theory / Regression analysis / Time series analysis / SETAR / STAR model / Markov chain / Time series / Estimator / Autoregressive integrated moving average / Statistics / Non-linear systems / Econometrics

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2014-11-17 08:39:57
246Stochastic volatility / Volatility / Heston model / SVJ / Autoregressive conditional heteroskedasticity / Estimation theory / Markov chain / Normal distribution / Mathematical finance / Statistics / Mathematical sciences

Motivation Model and Estimation Data Set

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-25 09:57:31
247Estimation theory / Regression analysis / Time series analysis / SETAR / STAR model / Markov chain / Time series / Estimator / Autoregressive integrated moving average / Statistics / Non-linear systems / Econometrics

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2014-11-17 08:39:57
248Economics / Capital asset pricing model / Beta / Autoregressive conditional heteroskedasticity / Volatility / Rational pricing / Standard deviation / Fama–French three-factor model / Intertemporal CAPM / Mathematical finance / Financial economics / Statistics

Microsoft Word - Guo_rfs_6449_r1.doc

Add to Reading List

Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2006-10-20 12:29:15
249Economics / Time series / Autoregressive integrated moving average / Box–Jenkins / Cointegration / Economic data / Macroeconomic model / Unit root / Forecasting / Statistics / Time series analysis / Econometrics

Saint Petersburg State University Faculty of Economics Module Specification

Add to Reading List

Source URL: worldec.ru

Language: English - Date: 2011-10-24 07:42:24
250Vector autoregression / Forecasting / Regression analysis / Unit root / Confidence interval / Autoregressive conditional heteroskedasticity / Economic model / Loss function / Euro Interbank Offered Rate / Statistics / Econometrics / Time series analysis

CENTER FOR QUANTITATIVE METHODS AND SURVEY RESEARCH

Add to Reading List

Source URL: www.uni-konstanz.de

Language: English - Date: 2010-03-01 17:43:19
UPDATE