Autoregressive conditional heteroskedasticity

Results 231 to 240 of about 291,653 (252)

Some of the next articles are maybe not open access.

Detecting Autoregressive Conditional Heteroskedasticity in Non-Gaussian Time Series

SSRN Electronic Journal, 2004
In 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 ...
openaire +2 more sources

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

Energy Economics, 2020
Hung Xuan Do, Russell Smyth
exaly

Instrumental variable estimation with heteroskedasticity and many instruments

Quantitative Economics, 2012
John C Chao
exaly

Using heteroskedasticity-consistent standard error estimators in OLS regression: An introduction and software implementation

Behavior Research Methods, 2007
Andrew F Hayes
exaly

Heteroskedasticity as a leading indicator of desertification in spatially explicit data

Ecology and Evolution, 2015
David A Seekell, Vasilis Dakos, L Roos
exaly

Conditional Heteroskedasticity Forecasts Regime Shift in a Whole-Ecosystem Experiment

Ecosystems, 2012
David A Seekell, Michael L Pace, Stephen R Carpenter +2 more
exaly

Heteroskedasticity, temporal and spatial correlation matter

Acta Universitatis Agriculturae Et Silviculturae Mendelianae Brunensis, 2013
Luboš Střelec
exaly