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Estimation theory / Regression analysis / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Markov chain / Variance / Maximum likelihood / Conditional variance / Statistics / Econometrics / Time series analysis


THRESHOLD HETEROSCEDASTICITY 1 On Conditionally Heteroscedastic AR Models with Thresholds Kung-Sik Chan, Dong Li, Shiqing Ling and Howell Tong
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Document Date: 2012-07-03 22:05:22

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File Size: 739,76 KB

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Proposition 3 / /

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Hong Kong University of Science / Howell Tong University of Iowa / /

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finance / real time series data / finance literature / image processing / statistical tools / closed-form solution / wikipedia search / /

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London School of Economics / Hong Kong University of Science & Technology / University of Iowa / /

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Dong Li / Ling / SHIQING LING / HOWELL TONG / /

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Iowa / Arkansas / /

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image processing / /

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