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Autoregressive model
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#	Item
431	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis
432 $Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility / Maximum likelihood / Normal distribution / Estimation theory / Importance sampling / Time series / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$	TI[removed]Tinbergen Institute Discussion Paper The Stochastic Volatility in Mean Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:41 Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Maximum likelihood Normal distribution Estimation theory Importance sampling Time series Markov switching multifractal Statistics Mathematical finance Mathematical sciences
433	TI[removed]Tinbergen Institute Discussion Paper A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:42 Signal processing Statistical tests Statistical inference Maximum likelihood Likelihood-ratio test Normal distribution Minimum mean square error Autoregressive conditional heteroskedasticity Fisher information Statistics Estimation theory Statistical theory
434	Inflation and inflation uncertainty in the euro area Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-07-22 11:01:50 Monetary policy Monetary inflation Euro Autoregressive conditional heteroskedasticity Macroeconomic model Central bank Phillips curve Interaction between monetary and fiscal policies Economics Inflation Macroeconomics
435	Non-fundamental exchange rate volatility and welfare Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-04-21 11:07:33 Technical analysis Volatility Economic model Autoregressive conditional heteroskedasticity Fixed exchange-rate system International economics Inflation Finance Overshooting model Mathematical finance Economics Statistics
436	Forecast evaluation of small nested model sets Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-03-19 05:28:24 Statistical tests Design of experiments Econometrics Mean squared prediction error Autoregressive conditional heteroskedasticity Bootstrapping Statistical hypothesis testing Chi-squared Statistical power Statistics Hypothesis testing Statistical inference
437	E U RO P E A N C E N T R A L B A N K Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:55 Economy of the European Union Euro Autoregressive conditional heteroskedasticity Futures contract Market Capital asset pricing model Colm Kearney Economics Financial economics European Union
438	RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–154 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:24 Statistics Finance Binomial options pricing model Volatility Stochastic volatility Black–Scholes Autoregressive conditional heteroskedasticity Symbol Beta code Mathematical finance Financial economics Options
439	The Linkage between Large Currency Swings and Fundamentals Phornchanok Cumperayot Chulalongkorn University Casper G. de Vries Erasmus University Rotterdam and Chapman University Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:01 Regression analysis Time series analysis Normal distribution Power law Ordinary least squares Heavy-tailed distribution Economic model Autoregressive conditional heteroskedasticity Fat-tailed distribution Statistics Probability theory Econometrics
440 $Finance / Stochastic volatility / Volatility / Economic model / Autoregressive conditional heteroskedasticity / Markov chain / Markov switching multifractal / SABR volatility model / Mathematical finance / Statistics / Financial economics$	WORKING PAPER NO[removed]ESTIMATING DYNAMIC EQUILIBRIUM MODELS WITH STOCHASTIC VOLATILITY Jesús Fernández-Villaverde University of Pennsylvania and Visiting Scholar, Federal Reserve Bank of Philadelphia Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2013-05-10 14:52:30 Finance Stochastic volatility Volatility Economic model Autoregressive conditional heteroskedasticity Markov chain Markov switching multifractal SABR volatility model Mathematical finance Statistics Financial economics

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