Results 211 to 220 of about 1,495 (237)
Some of the next articles are maybe not open access.

Processes with Autoregressive Conditional Heteroskedasticity (ARCH)

2016
In 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 ...
openaire   +1 more source

Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity [PDF]

open access: possible, 2003
Advanced information on the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel, 2003. Empirical research in macroeconomics as well as in financial economics is largely based on time series. Ever since Economics Laureate Trygve Haavelmo's work it has been standard to view economic time series as realizations of stochastic processes ...
openaire  

A genome-wide transgenic RNAi library for conditional gene inactivation in Drosophila

Nature, 2007
Frank Schnorrer   +2 more
exaly  

A conditional knockout resource for the genome-wide study of mouse gene function

Nature, 2011
Jennifer Harrow   +2 more
exaly  

Direct steering of de novo molecular generation with descriptor conditional recurrent neural networks

Nature Machine Intelligence, 2020
Panagiotis-Christos Kotsias   +2 more
exaly  

Conditional mouse models of sporadic cancer

Nature Reviews Cancer, 2002
Jos Jonkers, Anton Berns
exaly  

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