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Conditional variance
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171	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis
172	Using resources E1 Manage a budget Add to Reading List Source URL: www.aea-elections.co.uk Language: English - Date: 2012-11-23 11:07:10 Conditional budgeting Budgets Variance Corporate finance
173	Cyclical Volatility for FX Add to Reading List Source URL: www.efm.bris.ac.uk Language: English - Date: 2012-02-17 10:07:07 Economics Stochastic volatility Realized variance Volatility Autoregressive conditional heteroskedasticity Time series VIX Mathematical finance Financial economics Finance
174	Using Efficiency Tests to Reduce Revisions in Panel Data: The Case of Wage and Salary Estimates for U.S. States Jeremy J. Nalewaik WP2004-09 First draft: November 2004 Add to Reading List Source URL: www.bea.gov Language: English - Date: 2011-05-23 12:29:00 Time series analysis Data analysis Analysis of variance Weighted mean Mean Variance Autoregressive conditional heteroskedasticity Simple linear regression Errors and residuals in statistics Statistics Econometrics Regression analysis
175	Microsoft Word - EUKLEMS WP6.doc Add to Reading List Source URL: www.euklems.net Language: English - Date: 2006-07-19 10:29:05 Monopsony Labour economics Efficiency wage Variance Conditional variance Employment Factor market Unemployment Statistics Labor economics Economics
176	Are Short Term Stock Asset Returns Predictable? An Extended Empirical Analysis Thomas Mazzoni Diskussionsbeitrag Nr. 449 März 2010 Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-12-05 03:57:21 Estimation theory Statistical inference Simultaneous equation methods Autoregressive conditional heteroskedasticity Normal distribution Nonparametric regression Estimator Variance Instrumental variable Statistics Regression analysis Econometrics
177	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis
178	Non stationary variance and Volatility Causality Add to Reading List Source URL: 193.49.79.89 Language: English - Date: 2014-06-16 07:35:51 Time series analysis Technical analysis Autoregressive conditional heteroskedasticity Volatility Variance Vector autoregression Normal distribution Stochastic volatility Statistics Mathematical finance Econometrics
179	TI[removed]Tinbergen Institute Discussion Paper Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:44 Autoregressive conditional heteroskedasticity Normal distribution Variance Statistics Econometrics Time series analysis
180	SPECTRAL METHODS FOR VOLATILITY DERIVATIVES ´ CLAUDIO ALBANESE, HARRY LO, AND ALEKSANDAR MIJATOVIC Abstract. In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:26 Investment Implied volatility Volatility swap Variance swap Volatility VIX Stochastic volatility Local volatility Conditional variance swap Mathematical finance Financial economics Finance

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