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Tim Bollerslev
Results: 20

#	Item
11	MODELING THE VOLATILITY OF THE BET-FI INDEX PhD Dan Ion GHERGUŢ „Titu Maiorescu” Univeristy - Bucharest PhD Bogdan OANCEA „Nicolae Titulescu” Univeristy - Bucharest Add to Reading List Source URL: www.revistadestatistica.ro Language: English - 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
12	MODELING THE VOLATILITY OF THE BET-FI INDEX PhD Dan Ion GHERGUŢ „Titu Maiorescu” Univeristy - Bucharest PhD Bogdan OANCEA „Nicolae Titulescu” Univeristy - Bucharest Add to Reading List Source URL: www.revistadestatistica.ro Language: English - Date: 2013-09-27 04:17:20 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
13	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 649 October 1999 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-12-30 10:50:11 Time series analysis Volatility Statistical forecasting Mathematical sciences Tim Bollerslev Analysis Forecasting Periodogram Volatility clustering Mathematical finance Statistics Technical analysis
14	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 775 September 2003 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-09-17 16:30:33 Finance Autoregressive conditional heteroskedasticity Capital asset pricing model Arbitrage pricing theory Beta Tim Bollerslev Systematic risk Campbell Harvey Financial economics Mathematical finance Economics
15	PROGRAM 2011 NBER-NSF Time Series Conference Michigan State University September 16-17, 2011 All half an hour talks will be given in Room N100 of the Eli Broad College of Business building, also known as BBC Room N100. A Add to Reading List Source URL: www.stt.msu.edu Language: English - Date: 2011-09-13 16:55:11 Statistical inference Time series Tim Bollerslev GAUSS Forecasting Economic model Unit root test Volatility Statistics Time series analysis Autoregressive conditional heteroskedasticity
16	PROGRAM 2011 NBER-NSF Time Series Conference Michigan State University September 16-17, 2011 All half an hour talks will be given in Room N100 of the Eli Broad College of Business building, also known as BBC Room N100. A Add to Reading List Source URL: www.stt.msu.edu Language: English - Date: 2011-09-13 16:55:11 Statistical inference Time series Tim Bollerslev GAUSS Forecasting Economic model Unit root test Volatility Statistics Time series analysis Autoregressive conditional heteroskedasticity
17	NBER-NSF time series conference University of Aarhus CREATES, School of Economics and Management, University of Aarhus, Denmark, is pleased to host the 2008 NBER-NSF time Add to Reading List Source URL: nber-nsf08.creates.au.dk Language: English - Date: 2008-03-06 05:48:12 Functionalist architecture Tim Bollerslev National Bureau of Economic Research Aarhus Autoregressive conditional heteroskedasticity Statistics Geography of Europe Economics Aarhus University Coimbra Group
18	NBER-NSF time series conference Add to Reading List Source URL: mit.econ.au.dk Language: English - Date: 2008-09-08 09:47:54 Mathematical finance Economics Econometrician Neil Shephard Ole Barndorff-Nielsen Aarhus University Peter Reinhard Hansen Tim Bollerslev Robert F. Engle Statistics Fellows of the Econometric Society Science
19	Francis X. Diebold University of Pennsylvania Department of Economics 3718 Locust Walk Philadelphia, PA[removed]Email: [removed] Add to Reading List Source URL: www.ssc.upenn.edu Language: English - Date: 2014-07-08 14:50:56 Fellows of the Econometric Society Time series analysis Robert F. Engle Autoregressive conditional heteroskedasticity Economic statistics Wharton Econometric Forecasting Associates Eric Ghysels Tim Bollerslev Statistics Economics Econometrics
20	PDF Document Add to Reading List Source URL: econ.duke.edu Language: English Econometrics Eric Ghysels Robert F. Engle Neil Shephard Volatility Tim Bollerslev Autoregressive conditional heteroskedasticity Andrew Lo Peter Reinhard Hansen Economics Fellows of the Econometric Society Statistics