The top documents tagged [conditional variance]

rp08_49

Testing capital asset pricing model and volatility

Forecasting demand for petroleum products in ghana using time series models

Arch and Garch

ARCH and GARCH

GARCH Models and Asymmetric GARCH models. VECM (Review) Cointegrating Eq: R1(-1)1.000000 R10(-1) -0.980444 (0.07657) [-12.8046] C 0.603495 Error Correction:D(R1)D(R10)

Volatility in Financial Time Series Autoregressive Conditional Heteroskedasticity.

Weather derivative hedging & Swap illiquidity Dr. Michael Moreno.

Tutorial 8, STAT1301 Fall 2010, 16NOV2010, MB103@HKU By Joseph Dong.

1 Opportunities and challenges of fluctuating oil prices for economic development in the context of the small oil dependent T&T economy Roger Hosein.

Opec 12048 rev2

B4 jeanmougin