<--- Back to Details
First PageDocument Content
Economics / SETAR / Autoregressive conditional heteroskedasticity / Economic model / STAR model / Financial econometrics / Cointegration / Threshold model / Vector autoregression / Statistics / Time series analysis / Econometrics
Date: 2011-07-20 09:14:15
Economics
SETAR
Autoregressive conditional heteroskedasticity
Economic model
STAR model
Financial econometrics
Cointegration
Threshold model
Vector autoregression
Statistics
Time series analysis
Econometrics

Add to Reading List

Source URL: www.ssc.wisc.edu

Download Document from Source Website

File Size: 148,17 KB

Share Document on Facebook

Similar Documents

Why Hammerstein-Type Block Models Are So Efficient: Case Study of Financial Econometrics Thongchai Dumrongpokaphan, Afshin Gholamy, Vladik Kreinovich, and Hoang Phuong Nguyen Abstract In the first approximation, many ec

DocID: 1vs8z - View Document

HeiKaMEtrics-Seminar Joint Heidelberg, Karlsruhe and Mannheim research seminar in Econometrics Predicting Long-Term Financial Returns: VAR vs. DSGE Model – A Horse-Race Michael Rockinger

DocID: 1ukCC - View Document

Microsoft Word - Financial Econometrics.docx

DocID: 1syxf - View Document

Economics / Economy / Financial economics / Microeconomics / Mathematical economics / Financial econometrics / Monetary economics / Chicago school of economics / Monetary policy / Macroeconomics / Finance / Demand for money

ACADEMIC DEPARTMENTS - ECONOMICS & ECONOMIC HISTORY ECONOMICS AND ECONOMIC HISTORY Professor and Head of Department GCG Fraser MCom (Rhodes), PhD Agric (Stell) Professor

DocID: 1qzcR - View Document

Economy / Finance / Money / Financial economics / Mathematical finance / Fellows of the Econometric Society / Financial markets / Econometricians / Financial econometrics / Efficient-market hypothesis / Econometrics / Eric Ghysels

PDF Document

DocID: 1qcAn - View Document