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Processes with Autoregressive Conditional Heteroskedasticity (ARCH)
2016In particular in the case of financial time series one often observes a highly fluctuating volatility (or variance) of a series: Agitated periods with extreme amplitudes alternate with rather quiet periods being characterized by moderate observations. After some short preliminary considerations concerning models with time-dependent heteroskedasticity ...
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Detecting Autoregressive Conditional Heteroskedasticity in Non-Gaussian Time Series
SSRN Electronic Journal, 2004In economic time series conditional heteroskedasticity and conditional non-normality may occur simultaneously. Well known examples include time series of financial returns. The present paper examines a new test for (generalized) autoregressive conditional heteroskedasticity in Monte Carlo experiments with normal, fat-tailed and/or skewed conditional ...
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Conditional Selection of Genomic Alterations Dictates Cancer Evolution and Oncogenic Dependencies
Cancer Cell, 2017Marco Mina +2 more
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A conditional knockout resource for the genome-wide study of mouse gene function
Nature, 2011Jennifer Harrow +2 more
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Reversal of Neuropathology and Motor Dysfunction in a Conditional Model of Huntington's Disease
Cell, 2000José J Lucas
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Conditional mouse models of sporadic cancer
Nature Reviews Cancer, 2002Jos Jonkers, Anton Berns
exaly

