Global ETD Search

51	Median-unbiased estimation in linear autoregressive time series models Chen, Donghui, 1970- January 2001 (has links) Abstract not available Estimation theory
52	Bayesian hierarchical models for hunting success rates / Woodard, Roger January 1999 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 75-77). Also available on the Internet.
53	Bayesian hierarchical models for hunting success rates Woodard, Roger January 1999 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 75-77). Also available on the Internet.
54	Mixture autoregression with heavy-tailed conditional distribution Kam, Po-ling., 甘寶玲. January 2003 (has links) published_or_final_version / abstract / toc / Statistics and Actuarial Science / Master / Master of Philosophy Autoregression (Statistics) Distribution (Probability theory) Time-series analysis. Gaussian processes. Finance - Statistical methods.
55	Garch modelling of volatility in the Johannesburg Stock Exchange index. Mzamane, Tsepang Patrick. 17 December 2013 (has links) Modelling and forecasting stock market volatility is a critical issue in various fields of finance and economics. Forecasting volatility in stock markets find extensive use in portfolio management, risk management and option pricing. The primary objective of this study was to describe the volatility in the Johannesburg Stock Exchange (JSE) index using univariate and multivariate GARCH models. We used daily log-returns of the JSE index over the period 6 June 1995 to 30 June 2012. In the univariate GARCH modelling, both asymmetric and symmetric GARCH models were employed. We investigated volatility in the market using the simple GARCH, GJR-GARCH, EGARCH and APARCH models assuming di erent distributional assumptions in the error terms. The study indicated that the volatility in the residuals and the leverage effect was present in the JSE index returns. Secondly, we explored the dynamics of the correlation between the JSE index, FTSE-100 and NASDAQ-100 index on the basis of weekly returns over the period 6 June 1995 to 30 June 2012. The DCC-GARCH (1,1) model was employed to study the correlation dynamics. These results suggested that the correlation between the JSE index and the other two indices varied over time. / Thesis (M.Sc.)-University of KwaZulu-Natal, Pietermaritzburg, 2013. Autoregression (Statistics) Finance--Mathematical models. Investments--Mathematical models.
56	Color face recognition by auto-regressive moving averaging Aljarrah, Inad A. January 2002 (has links) Thesis (M.S.)--Ohio University, November, 2002. / Title from PDF t.p. Includes bibliographical references (leaves 46-48).
57	The dynamic relation among investment, earnings, and dividends Dunham, Lee M. January 1900 (has links) Thesis (Ph.D.)--University of Nebraska-Lincoln, 2008. / Title from title screen (site viewed Oct. 31, 2008). PDF text: 134 p. : col. ill. ; 2 Mb. UMI publication number: AAT 3307115. Includes bibliographical references. Also available in microfilm and microfiche formats.
58	Essays on the econometrics of inter-trade durations and market liquidity / Dufour, Alfonso. January 1999 (has links) Thesis (Ph. D.)--University of California, San Diego, 1999. / Vita. Includes bibliographical references.
59	Bayesian spatial models for small area estimation / Oleson, Jacob J. January 2002 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 2002. / Typescript. Vita. Includes bibliographical references (leaves 128-131). Also available on the Internet.
60	Interpreting and forecasting the semiconductor industry cycle Liu, Wenxian, January 2002 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 2002. / Typescript. Vita. Includes bibliographical references (leaves 79-81). Also available on the Internet.

Search results