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The top documents tagged [conditional variances]
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Arch and Garch
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ARCH and GARCH
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Hsu, h.p. theory and problems of probability, random variables and random processes (schaum, 1997)
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Presented by: Habiba Al-Mughairi School of Social Sciences Brunel University 1
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1 Ka-fu Wong University of Hong Kong Volatility Measurement, Modeling, and Forecasting
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405 ECONOMETRICS Chapter # 11: HETEROSCEDASTICITY: WHAT HAPPENS IF THE ERROR VARIANCE IS NONCONSTANT? Domodar N. Gujarati Prof. M. El-Sakka Dept of Economics
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Presented by: Habiba Al- Mughairi School of Social Sciences Brunel University
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Chapter 14 Time-Varying Volatility and ARCH Models
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