Autoregressive conditional heteroskedasticity - Document - PDFSEARCH.IO

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Date: 2004-04-23 18:01:27 Autoregressive conditional heteroskedasticity Robert F. Engle Mathematical finance Heteroscedasticity-consistent standard errors Heteroscedasticity Volatility Quantitative analyst Economic model Durbin–Watson statistic Statistics Econometrics Time series analysis		Add to Reading List Source URL: pages.stern.nyu.edu Download Document from Source Website File Size: 82,50 KB Share Document on Facebook

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