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Autoregressive conditional heteroskedasticity / Durbin–Watson statistic / Volatility / Heteroscedasticity / Errors and residuals in statistics / Unit root / Time series / Robert F. Engle / Tim Bollerslev / Statistics / Econometrics / Time series analysis
Date: 2014-02-03 05:49:02
Autoregressive conditional heteroskedasticity
Durbin–Watson statistic
Volatility
Heteroscedasticity
Errors and residuals in statistics
Unit root
Time series
Robert F. Engle
Tim Bollerslev
Statistics
Econometrics
Time series analysis

MODELING THE VOLATILITY OF THE BET-FI INDEX PhD Dan Ion GHERGUŢ „Titu Maiorescu” Univeristy - Bucharest PhD Bogdan OANCEA „Nicolae Titulescu” Univeristy - Bucharest

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