Conditional variance

Results: 204



#Item
41Autoregressive conditional heteroskedasticity / Volume-weighted average price / Quantitative analyst / Volatility / Normal distribution / Conditional variance / Maximum likelihood / Standard deviation / Statistics / Mathematical sciences / Mathematical finance

On portfolio risk estimation by Mher Safarian No. 52 | DECEMBER 2013 WORKING PAPER SERIES IN ECONOMICS

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2013-12-04 12:52:08
42Data analysis / Hypothesis testing / Epidemiology / Effect size / Normal distribution / Odds ratio / Fixed effects model / Variance / Autoregressive conditional heteroskedasticity / Statistics / Medical statistics / Estimation theory

Suggested answers to exercise: Practical Meta-Analysis using CMA Version 2 1. Start CMA2. Exactly how to do this depends on the system you are using.

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Source URL: www-users.york.ac.uk

Language: English - Date: 2010-03-03 06:05:19
43Volatility / Autoregressive conditional heteroskedasticity / Skewness / Kurtosis / Normal distribution / Variance / Time series / Skewness risk / Statistics / Mathematical finance / Technical analysis

Microsoft Word - 27_continut_jurnalul_economic_1_2008

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-04-03 11:54:36
44Regression analysis / Air pollution / Variance / Exposure / Errors-in-variables models / Autoregressive conditional heteroskedasticity / Least squares / Film speed / Estimator / Statistics / Econometrics / Science of photography

Estimating Short-term PM Effects Accounting for Surrogate Exposure Measurements from Ambient Monitors Lianne Sheppard Doris Damian

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-08-14 12:46:14
45Econometrics / Wavelets / Analysis of variance / Discrete wavelet transform / Wavelet / F-test / Haar wavelet / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Statistical tests / Time series analysis

Testing for Homogeneity of Variance in Time Series: Long Memory, Wavelets and the Nile River Brandon Whitcher Peter Guttorp Simon D. Byers

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-08-14 12:45:10
46Normal distribution / Cumulative distribution function / Random variable / Conditional expectation / Prediction interval / Independence / Multivariate normal distribution / Variance / Probability space / Statistics / Probability theory / Probability and statistics

Combining Predictive Distributions Tilmann Gneiting, University of Heidelberg Heidelberg, Germany Roopesh Ranjan, GE Research, Bangalore, India arXiv:1106.1638v1 [math.ST] 8 Jun 2011

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Source URL: arxiv.org

Language: English - Date: 2011-06-08 20:13:51
47Regression 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
48Data analysis / Gillnetting / Catch per unit effort / Variance / Catch reporting / ADMB / Autoregressive conditional heteroskedasticity / Lambda / Fishing / Statistics / Fisheries science

Microsoft Word - Lambda Review Completion Report_final.doc

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Source URL: www.glfc.org

Language: English - Date: 2007-04-30 09:49:26
49Time series analysis / Econometrics / Autoregressive conditional heteroskedasticity / Covariance and correlation / Time series / Volatility / Correlation and dependence / Variance / Stochastic volatility / Statistics / Mathematical finance / Technical analysis

The Economic Society of Australia Inc. Proceedings of the 37th Australian

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Source URL: www.ace08.com.au

Language: English - Date: 2008-10-28 06:40:46
50Least squares / Data analysis / Variance / Factor analysis / Coefficient of determination / Autoregressive conditional heteroskedasticity / Analysis of variance / Statistics / Probability theory / Statistical tests

Dear 6430 students, We have discussed omega-squared as a less biased (than is eta-squared) estimate of the proportion of variance explained by the treatment variable in the population from which our sample data co

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Source URL: core.ecu.edu

Language: English
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