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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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Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity [PDF]
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 ...
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A genome-wide transgenic RNAi library for conditional gene inactivation in Drosophila
Nature, 2007Frank Schnorrer +2 more
exaly
A conditional knockout resource for the genome-wide study of mouse gene function
Nature, 2011Jennifer Harrow +2 more
exaly
Conditional mouse models of sporadic cancer
Nature Reviews Cancer, 2002Jos Jonkers, Anton Berns
exaly
Demonstration of conditional gate operation using superconducting charge qubits
Nature, 2003O Astafiev, Yasunobu Nakamura
exaly

