Erhverv og økonomi
ARCH Models
25%
Asymptotic Normality
40%
Autoregression
28%
Autoregressive Conditional Heteroskedasticity
21%
Bootstrap
31%
Conditional Correlation
39%
Data Generating Process
32%
Ergodicity
16%
Estimator
47%
GARCH
58%
GARCH Model
100%
Higher Order Moments
15%
Inference
35%
Innovation
36%
Least Squares Estimator
18%
Limiting Distribution
38%
Moment Conditions
26%
Rate of Convergence
18%
Regular Variation
24%
Robust Inference
33%
Simulation Study
15%
Statistics
17%
Strong Consistency
17%
Tail Behavior
31%
Tail Index
22%
Targeting
57%
Testing
42%
Two-step Estimator
16%
Volatility Spillover
16%
Matematik
ARCH Models
35%
Bootstrap
40%
Conditional Heteroskedasticity
21%
GARCH
28%
Model
21%
Nuisance Parameter
18%
Parameter Space
27%
Regular Variation
18%
Tail Behavior
27%
Testing
18%
Volatility
49%
