'Autoregressive conditional heteroskedasticity' presentation slideshows

Module 3 GARCH Models

872 views • 66 slides

Downside Risk: Implications for Financial Management

Downside Risk: Implications for Financial Management . Robert Engle NYU Stern School of Business Tilburg April 22, 2004. WHAT IS ARCH?. Autoregressive Conditional Heteroskedasticity Predictive (conditional) Uncertainty (heteroskedasticity) That fluctuates over time (autoregressive).

656 views • 48 slides

Technical Trends: Can they be used to earn abnormal profits?

306 views • 25 slides

ACADEMY OF ECONOMIC STUDIES DOCTORAL SCHOOL OF FINANCE AND BANKING

ACADEMY OF ECONOMIC STUDIES DOCTORAL SCHOOL OF FINANCE AND BANKING. Causality in variance and volatility spillover effects between major European markets and East European countries. MSc Student: Chi ? u Irina Cristina Supervisor: Ph.D. Professor Mois? Alt?r. Bucharest 2008.

319 views • 19 slides

ACADEMY OF ECONOMIC STUDIES DOCTORAL SCHOOL OF FINANCE AND BANKING

ACADEMY OF ECONOMIC STUDIES DOCTORAL SCHOOL OF FINANCE AND BANKING. Causality in variance and volatility spillover effects between major European markets and East European countries. MSc Student: Chi ? u Irina Cristina Supervisor: Ph.D. Professor Mois? Alt?r. Bucharest 2008.

208 views • 19 slides