Autoregressive model

Results: 523



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311Statistics / Economics / Binomial options pricing model / Autoregressive conditional heteroskedasticity / Black–Scholes / Valuation of options / Log-normal distribution / Normal distribution / Volatility / Mathematical finance / Financial economics / Options

Package ‘fOptions’ July 2, 2014 Version[removed]Revision 5524 Date[removed]Title Basics of Option Valuation

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 11:48:52
312Data analysis / Forecasting / Statistical forecasting / Autoregressive conditional heteroskedasticity / Economic model / Root-mean-square deviation / Time series / Regression analysis / Geographic information system / Statistics / Time series analysis / Econometrics

Applied Geography[removed]143e153 Contents lists available at ScienceDirect Applied Geography journal homepage: www.elsevier.com/locate/apgeog

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Source URL: www.srs.fs.usda.gov

Language: English - Date: 2013-12-08 15:22:25
313Sage / Autocovariance / AN/FSQ-7 / Autoregressive model / Autocorrelation / Statistics / Covariance and correlation / Time series analysis

Sage Reference Manual: Quantitative Finance Release 6.3 The Sage Development Team

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Source URL: www.sagemath.org

Language: English - Date: 2014-11-16 14:58:23
314Finance / Stochastic volatility / Volatility / Variance / Implied volatility / Capital asset pricing model / Autoregressive conditional heteroskedasticity / Normal distribution / Rate of return / Mathematical finance / Financial economics / Statistics

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital ˇ Luboˇ s P´astor Meenakshi Sinha

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Source URL: www.lsvasset.com

Language: English - Date: 2008-04-07 14:27:41
315Finance / Volatility / Capital asset pricing model / Beta / Variance / Autoregressive conditional heteroskedasticity / Implied volatility / Normal distribution / Risk-neutral measure / Mathematical finance / Financial economics / Statistics

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital ˇ ˇ PASTOR, ´

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Source URL: www.lsvasset.com

Language: English - Date: 2009-04-03 12:53:38
316Probability theory / Variance / Covariance matrix / Autoregressive model / Covariance / Statistics / Data analysis / Covariance and correlation

D:ilesjects3mg25_0795_reconstituted.wpd

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Source URL: www.econ2.jhu.edu

Language: English - Date: 2004-01-06 16:31:10
317Psychometrics / Estimation theory / Expectation–maximization algorithm / Missing data / Latent variable / Scientific modelling / Mathematical model / Autoregressive integrated moving average / Stepwise regression / Statistics / Statistical models / Regression analysis

New URL: http://www.R-project.org/conferences/DSC[removed]Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC[removed]March 20–22, Vienna, Austria http://www.ci.tuwien.ac.at/Conferences

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Source URL: www.r-project.org

Language: English - Date: 2014-02-10 04:16:38
318Economics / Cointegration / Vector autoregression / Unit root / Time series / Economic model / Error correction model / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Econometrics

JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Book Review II. http://www.jstatsoft.org/ Reviewer: Dirk Eddelbuettel

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2009-04-08 21:16:19
319Signal processing / Electronics / Linear filters / Electronic design / Signal processing filter / Autoregressive–moving-average model / Bilinear transform / Butterworth filter / Low-pass filter / Electronic engineering / Digital signal processing / Filter theory

Package ‘signal’ July 2, 2014 Title Signal processing Version[removed]Date[removed]Depends R (>= 2.14.0), stats

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 16:29:09
320WinBUGS / Random walk / Markov models / Monte Carlo methods / Statistics / Autoregressive model / Noise

rcppbugs – native MCMC for R Whit Armstrong [removed] KLS Diversified Asset Management May 12, 2012

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Source URL: www.rinfinance.com

Language: English - Date: 2012-05-13 14:17:46
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