Engle

Results: 276



#Item
71Regression analysis / Parametric statistics / Autoregressive conditional heteroskedasticity / Statistical tests / Heteroscedasticity / Robert F. Engle / Ordinary least squares / Tim Bollerslev / Conditional variance / Statistics / Time series analysis / Econometrics

Macroeconomics and ARCH* James D. Hamilton Department of Economics University of California, San Diego September 24, 2007

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Source URL: econweb.ucsd.edu

Language: English - Date: 2008-06-23 16:29:03
72Options / Statistics / Technical analysis / Volatility / Stochastic volatility / Black–Scholes / Autoregressive conditional heteroskedasticity / Time series / Robert F. Engle / Mathematical finance / Financial economics / Economics

Joint Statistics Seminar The Hong Kong University of Science and Technology Organized by Department of Information Systems, Business Statistics and Operations Management and

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Source URL: www.bm.ust.hk

Language: English - Date: 2013-12-04 02:12:33
73Literature / Religion / American literature / Brooklyn Eagle / Mystics / Walt Whitman

© 2005 by John Engle Except for reviews and commentary, no part of this book can be used for commercial purposes in any way without the written permission of the author or his heirs. Formatted by M. D. Friedman for pu

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Source URL: www.poetscoop.org

Language: English - Date: 2010-06-05 20:29:40
74Financial crises / Economic bubbles / Actuarial science / Mathematical finance / Financial crisis / Systemic risk / Late-2000s financial crisis / Expected shortfall / Risk / Economics / Financial risk / Financial economics

Microsoft Word - CAPITAL SHORTFALL.cover.engle.docx

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Source URL: vlab.stern.nyu.edu

Language: English - Date: 2014-11-24 01:32:50
75Fellows of the Econometric Society / Econometrics / Mathematical finance / Autoregressive conditional heteroskedasticity / Clive Granger / Robert F. Engle / Cointegration / Granger causality / Time series / Time series analysis / Statistics / Economics

Microsoft Word - ~[removed]doc

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Source URL: www.hkss.org.hk

Language: English - Date: 2010-01-07 03:19:21
76Mathematical finance / Actuarial science / Financial risk / Financial ratios / Technical analysis / Volatility / VIX / Robert F. Engle / Model risk / Financial economics / Economics / Finance

3rd Annual Conference of the Society for Financial Econometrics June 16 – June 18 The University of Melbourne, Australia Abstracts Wednesday, June 16th Invited Speaker: Yacine Ait-Sahalia, Princeton University

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-05-02 01:04:58
77Time series analysis / Cointegration / Vector autoregression / Robert F. Engle / Unit root / Clive Granger / Econometric model / Linear regression / Economic model / Statistics / Econometrics / Economics

Advanced information on the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 8 October 2003 Information Department, P.O. Box 50005, SE[removed]Stockholm, Sweden Phone: +[removed], Fax: +[removed]

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Source URL: www.nobelprize.org

Language: English - Date: 2013-10-18 06:45:49
78Cloud computing / Cloud infrastructure / Hadoop / Apache Hadoop / HBase / MapReduce / MapR / Cache / Klout / Computing / Concurrent computing / Centralized computing

Shark   Hive  on  Spark   Cliff  Engle,  Antonio  Lupher,  Reynold  Xin,   Matei  Zaharia,  Michael  Franklin,  Ion  Stoica,   Scott  Shenker  

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Source URL: files.meetup.com

Language: English - Date: 2012-04-24 13:55:46
79Financial economics / Volatility / Autoregressive conditional heteroskedasticity / Economic model / Industrial organization / Stochastic volatility / Robert F. Engle / Mathematical finance / Economics / Statistics

Working paper No. 7 March 2015  Market Power Dynamics and Price Volatility in Markets

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2015-03-14 00:25:24
80Finance / Eric Ghysels / Robert F. Engle / Volatility / Hedge fund / Implied volatility / Stochastic volatility / Mixed data sampling / Financial economics / Mathematical finance / Economics

The Society for Financial Econometrics Third Annual Conference at The University of Melbourne June 16, 17, 18, 2010 Wednesday, June 16th 1:00pm

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-05-02 01:07:19
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