Showing 581 - 584 of 584
The simple but powerful model used by our brain to create, organize and execute all of our common activities of life represents the most effective way to approach the many more sophisticated projects we are involved in as well. In fact, the natural way our minds plan, when applied to individual...
Persistent link: https://www.econbiz.de/10014668005
In the last year or two the number of ad hoc record‐listing projects in this country has increased quite dramatically. After a long period during which any such initiatives were few and far between, the regular, long‐term work of the major libraries and of the various central and local...
Persistent link: https://www.econbiz.de/10014672801
Preface -- Introduction -- Data objects in R -- Data handling in R -- R programming & control flow -- Data exploration -- Graphics in R -- Regression analysis-1 -- Regression analysis-ii -- Time series analysis -- Extreme value theory modelling -- Introduction to multivariate analysis using...
Persistent link: https://www.econbiz.de/10011955372
The paper examines the relative performance of Stochastic Volatility (SV) and Generalised Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (RV) of FTSE sampled at 5 min intervals taken...
Persistent link: https://www.econbiz.de/10012203997