Autoregressive conditional heteroskedasticity - PDFSEARCH.IO - Document Search Engine

Autoregressive conditional heteroskedasticity
Results: 926

#	Item
1	Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1 Add to Reading List Source URL: www.ism.ac.jp Language: English - Date: 2016-06-28 03:34:41 Time series analysis Statistics Time series models Autoregressive conditional heteroskedasticity Noise CUSUM Time series Autoregressive conditional duration Economic model Autoregressive model Parameter ACD
2	Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014 Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2014-01-20 03:59:19 Mathematical finance Financial risk Economy Finance Money Actuarial science Technical analysis Volatility Autoregressive conditional heteroskedasticity Market risk RiskMetrics Value at risk
3	The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:15:18 Statistics Regression analysis Time series analysis Statistical inference Quantile Bootstrapping Autocorrelation Autoregressive conditional heteroskedasticity
4	Microsoft Word - EBVM13docx Add to Reading List Source URL: www.nccr-finrisk.uzh.ch Language: English - Date: 2016-02-22 11:42:31 Mathematical finance Applied mathematics Economy Academia Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Implied volatility
5	A Distributional Framework for Matched Employer Employee Data ∗ St´ephane Bonhomme Add to Reading List Source URL: www.lamadon.com Language: English - Date: 2016-06-29 07:22:29 Economics Labour economics Macroeconomic model Autoregressive conditional heteroskedasticity Economy
6	Individual Di®erences in EWA Learning with Partial Payo® Information Teck H. Ho The Wharton School University of Pennsylvania Philadelphia, PA Add to Reading List Source URL: people.hss.caltech.edu Language: English - Date: 2002-05-09 11:13:14 Psychology Belief revision Reinforcement learning Action learning Autoregressive conditional heteroskedasticity Reinforcement Learning Behavior
7	Studies in Nonlinear Dynamics & Econometrics Volume 10, Issue Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:13:32 Statistics Mathematical analysis Probability Mathematical finance Stochastic processes Options Markov models Autoregressive conditional heteroskedasticity Time series analysis Stochastic volatility Markov chain Time series
8	THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2007-09-16 21:14:06 Mathematical finance Economics Applied mathematics Academia Dynamic stochastic general equilibrium Volatility Autoregressive conditional heteroskedasticity Stochastic volatility
9	Credit Risk Architecture: Current Iteration Python (Credit Risk Model) Add to Reading List Source URL: mmds-data.org Language: English - Date: 2014-06-18 20:43:52 Mathematical finance Economy Applied mathematics Finance Volatility Autoregressive conditional heteroskedasticity Big data Risk
10	Quantitative Finance, Vol. 5, No. 2, April 2005, 153–168 Surprise volume and heteroskedasticity in equity market returns NIKLAS WAGNERy and TERRY A. MARSHz§ yMunich University of Technology, Germany Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English* - Date: 2010-04-05 09:26:52 Statistics Time series analysis Mathematical finance Analysis Technical analysis Data analysis Options Autoregressive conditional heteroskedasticity Stochastic volatility Regression analysis Volatility Quantitative analyst

UPDATE