Generalized autoregressive conditional heteroskedasticity
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Can we predict the unpredictable?How volatilities nonlocal in time affect the price dynamics in complex financial systemsLong memory mean and volatility models of platinum and palladium price return series under heavy tailed distributionsPredicting Volatility in the Foreign Exchange MarketHighly comparative time-series analysis: the empirical structure of time series and their methods.Foreign exchange market data analysis reveals statistical features that predict price movement acceleration.Spectral analysis based on fast Fourier transformation (FFT) of surveillance data: the case of scarlet fever in China.Modeling longitudinal spatial periodontal data: a spatially adaptive model with tools for specifying priors and checking fit.A data-driven model of the generation of human EEG based on a spatially distributed stochastic wave equation.Cross-correlations between volume change and price change.Realized volatility and absolute return volatility: a comparison indicating market risk.Application of modern tests for stationarity to single-trial MEG data: transferring powerful statistical tools from econometrics to neuroscience.Characteristics of the transmission of autoregressive sub-patterns in financial time series.Policy analysis from first principles.Attention-dependent modulation of cortical taste circuits revealed by Granger causality with signal-dependent noiseThe relationship between inflation and inflation uncertainty. Empirical evidence for the newest EU countriesModeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models.Forecast model analysis for the morbidity of tuberculosis in Xinjiang, ChinaConsentaneous agent-based and stochastic model of the financial marketsDo Earthquakes Shake Stock Markets?A Financial Market Model Incorporating Herd Behaviour.Linking agent-based models and stochastic models of financial marketsBayesian computation via empirical likelihoodEnsemble Nonlinear Autoregressive Exogenous Artificial Neural Networks for Short-Term Wind Speed and Power Forecasting.Fractional derivatives of random walks: time series with long-time memory.Decomposition of neurological multivariate time series by state space modelling.Computational analyses of arteriovenous malformations in neuroimaging.Chaotic time series analysis in economics: balance and perspectives.Modeling variations in the cedi/dollar exchange rate in Ghana: an autoregressive conditional heteroscedastic (ARCH) models.Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.Solvable stochastic dealer models for financial markets.Using Innovative Outliers to Detect Discrete Shifts in Dynamics in Group-Based State-Space Models.Universal behavior of the interoccurrence times between losses in financial markets: independence of the time resolution.Fractal markets hypothesis and the global financial crisis: wavelet power evidence.Reverse resonance in stock prices of financial system with periodic information.Alternate entropy measure for assessing volatility in financial markets.Protocol Design Challenges in the Detection of Awareness in Aware Subjects Using EEG Signals.COINSTAC: Decentralizing the future of brain imaging analysis.Scaling and efficiency determine the irreversible evolution of a market.Size-dependent standard deviation for growth rates: empirical results and theoretical modeling.
P2860
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P2860
Generalized autoregressive conditional heteroskedasticity
description
1986 nî lūn-bûn
@nan
1986 թուականի Ապրիլին հրատարակուած գիտական յօդուած
@hyw
1986 թվականի ապրիլին հրատարակված գիտական հոդված
@hy
1986年の論文
@ja
1986年論文
@yue
1986年論文
@zh-hant
1986年論文
@zh-hk
1986年論文
@zh-mo
1986年論文
@zh-tw
1986年论文
@wuu
name
Generalized autoregressive conditional heteroskedasticity
@ast
Generalized autoregressive conditional heteroskedasticity
@en
type
label
Generalized autoregressive conditional heteroskedasticity
@ast
Generalized autoregressive conditional heteroskedasticity
@en
prefLabel
Generalized autoregressive conditional heteroskedasticity
@ast
Generalized autoregressive conditional heteroskedasticity
@en
P3181
P1476
Generalized autoregressive conditional heteroskedasticity
@en
P2093
Tim Bollerslev
P304
P3181
P356
10.1016/0304-4076(86)90063-1
P577
1986-04-01T00:00:00Z