Bollerslev, T., 2009, "Glossary to ARCH (GARCH)", in Volatility and Time Series Economet- rics: Essays in Honor of Robert F. Engle (eds. Tim Bollerslev, Je¤rey R. Russell and Mark W. Watson), Oxford University Press, Oxford.Bollerslev, T. (2008). Glossary to arch (garch). ...
Acronym glossary 1PL 2PL 2SIV 2SLS 3PL 3SLS ADF ADTE ADTET AFE AFP AFT AIC AICc AIDS AIPW AITE AITEC ANCOVA ANOVA AP APARCH APE API APM AR AR(1) ARCH ARFIMA ARIMA ARMA ARMAX ASCII ASE ASF ASL ASM ASP ATE ATET ATEU AUC AUCPR BC BCa BCC BE BFGS BHHH BIC BLOB BLUP BMA BRR...
Glossary to ARCH (GARCH). CREATES Research Paper 2008-49. School of Economics and Management. University of Aarhus. Denmark.Bollerslev, T. (2008). Glossary to ARCH (GARCH). Research paper 2008-49, CREATES.BOLLERSLEV, T. (2008): "Glossary to ARCH(GARCH) , CREATES Research Paper, " Center...
Acronym glossary 2SIV 2SLS 3SLS ADF AF AFE AFT AIC AIDS AIPW ANCOVA ANOVA APE AR AR(1) ARCH ARFIMA ARIMA ARMA ARMAX ASE ASL ATE ATET AUC BC BCa BE BFGS BHHH BIC BLOB BLUP BRR two-step instrumental variables two-stage least squares three-stage least squares asymptotic distribution free...