<--- Back to Details
First PageDocument Content
Time series analysis / Autoregressive conditional heteroskedasticity / Data analysis / Covariance matrix / Normal distribution / Matrix / Covariance / Statistics / Covariance and correlation / Econometrics
Date: 2012-07-05 15:38:17
Time series analysis
Autoregressive conditional heteroskedasticity
Data analysis
Covariance matrix
Normal distribution
Matrix
Covariance
Statistics
Covariance and correlation
Econometrics

Package Development in R: Implementing GO-GARCH models Dr. Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main

Add to Reading List

Source URL: www.pfaffikus.de

Download Document from Source Website

File Size: 171,48 KB

Share Document on Facebook

Similar Documents

EEB 581, Problem Set Nine Solutions 1 : Consider the following covariance matrix,  40 A =  30

EEB 581, Problem Set Nine Solutions 1 : Consider the following covariance matrix,  40 A =  30

DocID: 1tWTT - View Document

Path Integral Policy Improvement with Covariance Matrix Adaptation Freek Stulp  ´

Path Integral Policy Improvement with Covariance Matrix Adaptation Freek Stulp ´

DocID: 1tj2T - View Document

Christiano FINC 520, Spring 2008 Homework 1, due Monday, AprilHere are two questions about linear projections. You may use the necessity and sufficiency of the orthogonality property of projections in your answer

Christiano FINC 520, Spring 2008 Homework 1, due Monday, AprilHere are two questions about linear projections. You may use the necessity and sufficiency of the orthogonality property of projections in your answer

DocID: 1rl1h - View Document

Structural Graphical Lasso for Learning Mouse Brain Connectivity Sen Yang Qian Sun

Structural Graphical Lasso for Learning Mouse Brain Connectivity Sen Yang Qian Sun

DocID: 1rifi - View Document

Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1  Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

DocID: 1rcLi - View Document