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You searched for subject:(Heteroskedasticity). Showing records 1 – 30 of 44 total matches.

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Deakin University

1. HASSAN, MARWA HASSAN ALY. Quantifying heteroskedasticity metrics.

Degree: 2016, Deakin University

 This study proposes a quantification measure for heteroskedasticity in the time series. Two methods are introduced for quantifying heteroskedasticity: Slope of Local Variance Index (SoLVI)… (more)

Subjects/Keywords: heteroskedasticity; Statistics; Mathematics; Financial forecasting

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

HASSAN, M. H. A. (2016). Quantifying heteroskedasticity metrics. (Thesis). Deakin University. Retrieved from http://hdl.handle.net/10536/DRO/DU:30089384

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

HASSAN, MARWA HASSAN ALY. “Quantifying heteroskedasticity metrics.” 2016. Thesis, Deakin University. Accessed July 16, 2019. http://hdl.handle.net/10536/DRO/DU:30089384.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

HASSAN, MARWA HASSAN ALY. “Quantifying heteroskedasticity metrics.” 2016. Web. 16 Jul 2019.

Vancouver:

HASSAN MHA. Quantifying heteroskedasticity metrics. [Internet] [Thesis]. Deakin University; 2016. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/10536/DRO/DU:30089384.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

HASSAN MHA. Quantifying heteroskedasticity metrics. [Thesis]. Deakin University; 2016. Available from: http://hdl.handle.net/10536/DRO/DU:30089384

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

2. Chmelarova, Viera. The Hausman test, and some alternatives, with heteroskedastic data.

Degree: PhD, Economics, 2006, Louisiana State University

 The Hausman test is used in applied economic work as a test of misspecification. It is most commonly thought of (wrongly some would say) as… (more)

Subjects/Keywords: heteroskedasticity; hausman test

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APA (6th Edition):

Chmelarova, V. (2006). The Hausman test, and some alternatives, with heteroskedastic data. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-01242007-165928 ; https://digitalcommons.lsu.edu/gradschool_dissertations/936

Chicago Manual of Style (16th Edition):

Chmelarova, Viera. “The Hausman test, and some alternatives, with heteroskedastic data.” 2006. Doctoral Dissertation, Louisiana State University. Accessed July 16, 2019. etd-01242007-165928 ; https://digitalcommons.lsu.edu/gradschool_dissertations/936.

MLA Handbook (7th Edition):

Chmelarova, Viera. “The Hausman test, and some alternatives, with heteroskedastic data.” 2006. Web. 16 Jul 2019.

Vancouver:

Chmelarova V. The Hausman test, and some alternatives, with heteroskedastic data. [Internet] [Doctoral dissertation]. Louisiana State University; 2006. [cited 2019 Jul 16]. Available from: etd-01242007-165928 ; https://digitalcommons.lsu.edu/gradschool_dissertations/936.

Council of Science Editors:

Chmelarova V. The Hausman test, and some alternatives, with heteroskedastic data. [Doctoral Dissertation]. Louisiana State University; 2006. Available from: etd-01242007-165928 ; https://digitalcommons.lsu.edu/gradschool_dissertations/936


Université Catholique de Louvain

3. Gao, Qian. Monetary policy effects of the United States and the euro area on the Chinese financial markets.

Degree: 2018, Université Catholique de Louvain

This paper documents and compares the effects of monetary policy announcements released by the United States and the euro area on Chinese mainland and Hong… (more)

Subjects/Keywords: Monetary policy; Chinese financial markets; FOMC; ECB; Event study; Heteroskedasticity identification

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APA (6th Edition):

Gao, Q. (2018). Monetary policy effects of the United States and the euro area on the Chinese financial markets. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:14458

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Qian. “Monetary policy effects of the United States and the euro area on the Chinese financial markets.” 2018. Thesis, Université Catholique de Louvain. Accessed July 16, 2019. http://hdl.handle.net/2078.1/thesis:14458.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Qian. “Monetary policy effects of the United States and the euro area on the Chinese financial markets.” 2018. Web. 16 Jul 2019.

Vancouver:

Gao Q. Monetary policy effects of the United States and the euro area on the Chinese financial markets. [Internet] [Thesis]. Université Catholique de Louvain; 2018. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/2078.1/thesis:14458.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao Q. Monetary policy effects of the United States and the euro area on the Chinese financial markets. [Thesis]. Université Catholique de Louvain; 2018. Available from: http://hdl.handle.net/2078.1/thesis:14458

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

4. Gao, Qian. Monetary policy effects of the United States and the euro area on the Chinese financial markets.

Degree: 2018, Université Catholique de Louvain

This paper documents and compares the effects of monetary policy announcements released by the United States and the euro area on Chinese mainland and Hong… (more)

Subjects/Keywords: Monetary policy; Chinese financial markets; FOMC; ECB; event study; heteroskedasticity identification

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APA (6th Edition):

Gao, Q. (2018). Monetary policy effects of the United States and the euro area on the Chinese financial markets. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:14421

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Qian. “Monetary policy effects of the United States and the euro area on the Chinese financial markets.” 2018. Thesis, Université Catholique de Louvain. Accessed July 16, 2019. http://hdl.handle.net/2078.1/thesis:14421.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Qian. “Monetary policy effects of the United States and the euro area on the Chinese financial markets.” 2018. Web. 16 Jul 2019.

Vancouver:

Gao Q. Monetary policy effects of the United States and the euro area on the Chinese financial markets. [Internet] [Thesis]. Université Catholique de Louvain; 2018. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/2078.1/thesis:14421.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao Q. Monetary policy effects of the United States and the euro area on the Chinese financial markets. [Thesis]. Université Catholique de Louvain; 2018. Available from: http://hdl.handle.net/2078.1/thesis:14421

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Sydney

5. Dissanayake, Gnanadarsha. Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory .

Degree: 2015, University of Sydney

 The class of long memory time series models involving Gegenbauer processes is investigated in detail in terms of formulation, parameter estimation, prediction and testing. Corresponding… (more)

Subjects/Keywords: Long Memory; Kalman Filter; State Space; Gegenbauer Process; Stationarity; Heteroskedasticity

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APA (6th Edition):

Dissanayake, G. (2015). Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/13434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dissanayake, Gnanadarsha. “Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory .” 2015. Thesis, University of Sydney. Accessed July 16, 2019. http://hdl.handle.net/2123/13434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dissanayake, Gnanadarsha. “Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory .” 2015. Web. 16 Jul 2019.

Vancouver:

Dissanayake G. Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory . [Internet] [Thesis]. University of Sydney; 2015. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/2123/13434.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dissanayake G. Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory . [Thesis]. University of Sydney; 2015. Available from: http://hdl.handle.net/2123/13434

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. da Glória Abage de Lima, Maria. Essays on heteroskedasticity .

Degree: 2008, Universidade Federal de Pernambuco

 Esta tese de doutorado trata da realização de inferências no modelo de regressão linear sob heteroscedasticidade de forma desconhecida. No primeiro capítulo, nós desenvolvemos estimadores… (more)

Subjects/Keywords: Bias correction; Bootstrap; Exact distributions of quasi-t statistics; Heteroskedasticity; Heteroskedasticity-consistent covariance matrix estimators (HCCME); Heteroskedasticityconsistent interval estimators (HCIE); Quasi-t tests

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APA (6th Edition):

da Glória Abage de Lima, M. (2008). Essays on heteroskedasticity . (Thesis). Universidade Federal de Pernambuco. Retrieved from http://repositorio.ufpe.br/handle/123456789/7140

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

da Glória Abage de Lima, Maria. “Essays on heteroskedasticity .” 2008. Thesis, Universidade Federal de Pernambuco. Accessed July 16, 2019. http://repositorio.ufpe.br/handle/123456789/7140.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

da Glória Abage de Lima, Maria. “Essays on heteroskedasticity .” 2008. Web. 16 Jul 2019.

Vancouver:

da Glória Abage de Lima M. Essays on heteroskedasticity . [Internet] [Thesis]. Universidade Federal de Pernambuco; 2008. [cited 2019 Jul 16]. Available from: http://repositorio.ufpe.br/handle/123456789/7140.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

da Glória Abage de Lima M. Essays on heteroskedasticity . [Thesis]. Universidade Federal de Pernambuco; 2008. Available from: http://repositorio.ufpe.br/handle/123456789/7140

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Nde, Samuel Mbah. Fitting a Linear Regression Model and Forecasting in R in the Presence of Heteroskedascity with Particular Reference to Advanced Regression Technique Dataset on kaggle.com.

Degree: MS, Mathematics, 2017, Governors State University

  Since ancient times, men have built and sold houses. But just how much is a house worth? The challenge is to be able to… (more)

Subjects/Keywords: Forecasting; Training; Testing; Linear Model; Overfit; Heteroskedasticity; Goodness of Fit; Numerical Analysis and Computation

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APA (6th Edition):

Nde, S. M. (2017). Fitting a Linear Regression Model and Forecasting in R in the Presence of Heteroskedascity with Particular Reference to Advanced Regression Technique Dataset on kaggle.com. (Thesis). Governors State University. Retrieved from http://opus.govst.edu/theses/99

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nde, Samuel Mbah. “Fitting a Linear Regression Model and Forecasting in R in the Presence of Heteroskedascity with Particular Reference to Advanced Regression Technique Dataset on kaggle.com.” 2017. Thesis, Governors State University. Accessed July 16, 2019. http://opus.govst.edu/theses/99.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nde, Samuel Mbah. “Fitting a Linear Regression Model and Forecasting in R in the Presence of Heteroskedascity with Particular Reference to Advanced Regression Technique Dataset on kaggle.com.” 2017. Web. 16 Jul 2019.

Vancouver:

Nde SM. Fitting a Linear Regression Model and Forecasting in R in the Presence of Heteroskedascity with Particular Reference to Advanced Regression Technique Dataset on kaggle.com. [Internet] [Thesis]. Governors State University; 2017. [cited 2019 Jul 16]. Available from: http://opus.govst.edu/theses/99.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nde SM. Fitting a Linear Regression Model and Forecasting in R in the Presence of Heteroskedascity with Particular Reference to Advanced Regression Technique Dataset on kaggle.com. [Thesis]. Governors State University; 2017. Available from: http://opus.govst.edu/theses/99

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Vytautas Magnus University

8. Biliūnienė, Simona. GARCH modelių taikymas kacijų kainų indeksų prognozavime.

Degree: Master, Mathematics, 2011, Vytautas Magnus University

Magistriniame darbe susipažinta su akcijų kainų indeksais, jų paskirtimi, skaičiavimo būdais bei metodika. Pasirinkta plačiau išnagrinėti keturis kapitalizacijos tipo indeksus: CAC 40 (Prancūzija), DAX 30… (more)

Subjects/Keywords: Heteroskedastiškumas; GARCH; Akcijų kainų indeksas; Prognozavimas; Trendas; Heteroskedasticity; GARCH; Stock exchange index; Forecasting; Trend

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APA (6th Edition):

Biliūnienė, Simona. (2011). GARCH modelių taikymas kacijų kainų indeksų prognozavime. (Masters Thesis). Vytautas Magnus University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20110615_110121-32125 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Biliūnienė, Simona. “GARCH modelių taikymas kacijų kainų indeksų prognozavime.” 2011. Masters Thesis, Vytautas Magnus University. Accessed July 16, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20110615_110121-32125 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Biliūnienė, Simona. “GARCH modelių taikymas kacijų kainų indeksų prognozavime.” 2011. Web. 16 Jul 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Biliūnienė, Simona. GARCH modelių taikymas kacijų kainų indeksų prognozavime. [Internet] [Masters thesis]. Vytautas Magnus University; 2011. [cited 2019 Jul 16]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20110615_110121-32125 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Biliūnienė, Simona. GARCH modelių taikymas kacijų kainų indeksų prognozavime. [Masters Thesis]. Vytautas Magnus University; 2011. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20110615_110121-32125 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Technical University of Lisbon

9. Vieira, Rui Pedro Serrão. Desenvolvimento de um modelo hedónico de avaliação de apartamentos aplicando coeficientes de localização, no concelho de Lisboa.

Degree: 2011, Technical University of Lisbon

Mestrado em Gestão e Avaliação Imobiliária

Being the location considered the most important factor when determining the value of property, this study aimed to verify… (more)

Subjects/Keywords: modelos hedónicos; localização; heterocedasticidade; características do imóvel; hedonic models; location; heteroskedasticity; property characteristics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vieira, R. P. S. (2011). Desenvolvimento de um modelo hedónico de avaliação de apartamentos aplicando coeficientes de localização, no concelho de Lisboa. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3477

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vieira, Rui Pedro Serrão. “Desenvolvimento de um modelo hedónico de avaliação de apartamentos aplicando coeficientes de localização, no concelho de Lisboa.” 2011. Thesis, Technical University of Lisbon. Accessed July 16, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3477.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vieira, Rui Pedro Serrão. “Desenvolvimento de um modelo hedónico de avaliação de apartamentos aplicando coeficientes de localização, no concelho de Lisboa.” 2011. Web. 16 Jul 2019.

Vancouver:

Vieira RPS. Desenvolvimento de um modelo hedónico de avaliação de apartamentos aplicando coeficientes de localização, no concelho de Lisboa. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2019 Jul 16]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3477.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vieira RPS. Desenvolvimento de um modelo hedónico de avaliação de apartamentos aplicando coeficientes de localização, no concelho de Lisboa. [Thesis]. Technical University of Lisbon; 2011. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3477

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Montana Tech

10. Furlaud, James. Analyzing the error structure and simultaneous nature of multi-dimensional, density dependent growth models for ponderosa pine.

Degree: MS, 2014, Montana Tech

 A precommercial thinning study for ponderosa pine (Pinus ponderosa) was initiated by the U.S. Forest Service, the Nez Perce Tribe, and the Spokane Tribe of… (more)

Subjects/Keywords: simultaneous equation systems; autocorrelation; heteroskedasticity; variance structure; individual-tree growth models; precommercial thinning

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Furlaud, J. (2014). Analyzing the error structure and simultaneous nature of multi-dimensional, density dependent growth models for ponderosa pine. (Masters Thesis). Montana Tech. Retrieved from https://scholarworks.umt.edu/etd/4269

Chicago Manual of Style (16th Edition):

Furlaud, James. “Analyzing the error structure and simultaneous nature of multi-dimensional, density dependent growth models for ponderosa pine.” 2014. Masters Thesis, Montana Tech. Accessed July 16, 2019. https://scholarworks.umt.edu/etd/4269.

MLA Handbook (7th Edition):

Furlaud, James. “Analyzing the error structure and simultaneous nature of multi-dimensional, density dependent growth models for ponderosa pine.” 2014. Web. 16 Jul 2019.

Vancouver:

Furlaud J. Analyzing the error structure and simultaneous nature of multi-dimensional, density dependent growth models for ponderosa pine. [Internet] [Masters thesis]. Montana Tech; 2014. [cited 2019 Jul 16]. Available from: https://scholarworks.umt.edu/etd/4269.

Council of Science Editors:

Furlaud J. Analyzing the error structure and simultaneous nature of multi-dimensional, density dependent growth models for ponderosa pine. [Masters Thesis]. Montana Tech; 2014. Available from: https://scholarworks.umt.edu/etd/4269


KTH

11. Mo, Zheng. An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market.

Degree: Civil and Architectural Engineering, 2014, KTH

  The empirical paper studies the relationship between property value and hedonic attributes. To indentify the determinant characteristics the influent the private real estate price,… (more)

Subjects/Keywords: Hedonic Pricing Approach; Property Price; Determinant dependent variables; OLS Regression; Heteroskedasticity; VIF Test; Spatial Autocorrelation.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mo, Z. (2014). An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-150401

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mo, Zheng. “An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market.” 2014. Thesis, KTH. Accessed July 16, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-150401.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mo, Zheng. “An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market.” 2014. Web. 16 Jul 2019.

Vancouver:

Mo Z. An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market. [Internet] [Thesis]. KTH; 2014. [cited 2019 Jul 16]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-150401.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mo Z. An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market. [Thesis]. KTH; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-150401

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

12. Fernandes, Ana Margarida Gonçalves de Sousa. Construção de um Índice Sintético para o Mercado Accionista Português: 1977 - 2007.

Degree: 2009, Technical University of Lisbon

Mestrado em Finanças

O objectivo deste trabalho consiste na reconstrução da série histórica do índice PSI20, cuja cotação se iniciou em 31 de Dezembro de… (more)

Subjects/Keywords: heterocedasticidade condicionada; ARCH; GARCH; índice BT&A; índice PSI20; previsão; conditional heteroskedasticity; ARCH; GARCH; BT&A index; PSI20 index; forecast

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APA (6th Edition):

Fernandes, A. M. G. d. S. (2009). Construção de um Índice Sintético para o Mercado Accionista Português: 1977 - 2007. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/1472

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fernandes, Ana Margarida Gonçalves de Sousa. “Construção de um Índice Sintético para o Mercado Accionista Português: 1977 - 2007.” 2009. Thesis, Technical University of Lisbon. Accessed July 16, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/1472.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fernandes, Ana Margarida Gonçalves de Sousa. “Construção de um Índice Sintético para o Mercado Accionista Português: 1977 - 2007.” 2009. Web. 16 Jul 2019.

Vancouver:

Fernandes AMGdS. Construção de um Índice Sintético para o Mercado Accionista Português: 1977 - 2007. [Internet] [Thesis]. Technical University of Lisbon; 2009. [cited 2019 Jul 16]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/1472.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fernandes AMGdS. Construção de um Índice Sintético para o Mercado Accionista Português: 1977 - 2007. [Thesis]. Technical University of Lisbon; 2009. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/1472

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of California – San Diego

13. Hwang, Jungbin. Fixed Smoothing Asymptotic Theory in Over-identified Econometric Models in the Presence of Time-series and Clustered Dependence.

Degree: Economics, 2016, University of California – San Diego

 In the widely used over-identified econometric model, the two-step Generalized Methods of Moments (GMM) estimator and inference, first suggested by Hansen (1982), require the estimation… (more)

Subjects/Keywords: Economics; Statistics; Asymptotic efficiency; Asymptotic mixed normality; Clustered dependence; Fixed-smoothing Asymptotics; Generalized method of moments; Heteroskedasticity and Autocorrelation Robust

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hwang, J. (2016). Fixed Smoothing Asymptotic Theory in Over-identified Econometric Models in the Presence of Time-series and Clustered Dependence. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/6kr6k02n

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hwang, Jungbin. “Fixed Smoothing Asymptotic Theory in Over-identified Econometric Models in the Presence of Time-series and Clustered Dependence.” 2016. Thesis, University of California – San Diego. Accessed July 16, 2019. http://www.escholarship.org/uc/item/6kr6k02n.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hwang, Jungbin. “Fixed Smoothing Asymptotic Theory in Over-identified Econometric Models in the Presence of Time-series and Clustered Dependence.” 2016. Web. 16 Jul 2019.

Vancouver:

Hwang J. Fixed Smoothing Asymptotic Theory in Over-identified Econometric Models in the Presence of Time-series and Clustered Dependence. [Internet] [Thesis]. University of California – San Diego; 2016. [cited 2019 Jul 16]. Available from: http://www.escholarship.org/uc/item/6kr6k02n.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hwang J. Fixed Smoothing Asymptotic Theory in Over-identified Econometric Models in the Presence of Time-series and Clustered Dependence. [Thesis]. University of California – San Diego; 2016. Available from: http://www.escholarship.org/uc/item/6kr6k02n

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

14. CAMILA ROSA EPPRECHT. [en] MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] O principal objetivo desta dissertação é comparar o desempenho de modelos lineares e não-lineares de previsão de retornos de 23 ativos do mercado acionário… (more)

Subjects/Keywords: [pt] ARVORE DE REGRESSAO; [en] REGRESSION TREE; [pt] MODELOS NAO-LINEARES; [en] NONLINEAR MODELS; [pt] HETEROCEDASTICIDADE; [en] HETEROSKEDASTICITY

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APA (6th Edition):

EPPRECHT, C. R. (2009). [en] MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13209

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

EPPRECHT, CAMILA ROSA. “[en] MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed July 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13209.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

EPPRECHT, CAMILA ROSA. “[en] MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING.” 2009. Web. 16 Jul 2019.

Vancouver:

EPPRECHT CR. [en] MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2019 Jul 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13209.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

EPPRECHT CR. [en] MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13209

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

15. CHEN ZHIWEI. The long-run relationships and short-term linkages in international securitized real estate markets.

Degree: 2009, National University of Singapore

Subjects/Keywords: real estate; structural break; heteroskedasticity; diversification; regime switch; GARCH

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APA (6th Edition):

ZHIWEI, C. (2009). The long-run relationships and short-term linkages in international securitized real estate markets. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/16380

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ZHIWEI, CHEN. “The long-run relationships and short-term linkages in international securitized real estate markets.” 2009. Thesis, National University of Singapore. Accessed July 16, 2019. http://scholarbank.nus.edu.sg/handle/10635/16380.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ZHIWEI, CHEN. “The long-run relationships and short-term linkages in international securitized real estate markets.” 2009. Web. 16 Jul 2019.

Vancouver:

ZHIWEI C. The long-run relationships and short-term linkages in international securitized real estate markets. [Internet] [Thesis]. National University of Singapore; 2009. [cited 2019 Jul 16]. Available from: http://scholarbank.nus.edu.sg/handle/10635/16380.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ZHIWEI C. The long-run relationships and short-term linkages in international securitized real estate markets. [Thesis]. National University of Singapore; 2009. Available from: http://scholarbank.nus.edu.sg/handle/10635/16380

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

16. Louka, Alexandros. Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models.

Degree: 2015, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών

 Financial time series are known to exhibit fat tail behavior which is only partially captured by GARCH-type models. This has led to the consideration of… (more)

Subjects/Keywords: Ασυμπτωτική θεωρία; Αυτοπαλίνδρομα μοντέλα δεσμευμένης ετεροσκεδαστικότητας; Παχιές ουρές; Asymptotic theory; QMLE; Fat tails; Generalized autoregressive conditional heteroskedasticity models

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APA (6th Edition):

Louka, A. (2015). Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models. (Thesis). Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Retrieved from http://hdl.handle.net/10442/hedi/37088

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Louka, Alexandros. “Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models.” 2015. Thesis, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Accessed July 16, 2019. http://hdl.handle.net/10442/hedi/37088.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Louka, Alexandros. “Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models.” 2015. Web. 16 Jul 2019.

Vancouver:

Louka A. Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models. [Internet] [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2015. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/10442/hedi/37088.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Louka A. Essays οn limit theorems for Martingale transforms with heavy-tailed innovations and the limit theory of the QMLE in conditionally heteroskedastic models. [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2015. Available from: http://hdl.handle.net/10442/hedi/37088

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

17. Chown, Justin Andrew. New Approaches in Testing Common Assumptions for Regressions with Missing Data.

Degree: 2014, Texas A&M University

 We consider both nonparametric regression and heteroskedastic nonparametric regression models with multivariate covariates and with responses missing at random. The regression function is estimated using… (more)

Subjects/Keywords: nonparametric; regression; empirical distribution function; test for normality; transfer principle; efficient estimator; goodness-of-fit test; heteroskedasticity; weighted empirical process; test for heteroskedasticity; distribution free; martingale transform; residual-based; Brownian motion; Brownian bridge

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APA (6th Edition):

Chown, J. A. (2014). New Approaches in Testing Common Assumptions for Regressions with Missing Data. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/153510

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chown, Justin Andrew. “New Approaches in Testing Common Assumptions for Regressions with Missing Data.” 2014. Thesis, Texas A&M University. Accessed July 16, 2019. http://hdl.handle.net/1969.1/153510.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chown, Justin Andrew. “New Approaches in Testing Common Assumptions for Regressions with Missing Data.” 2014. Web. 16 Jul 2019.

Vancouver:

Chown JA. New Approaches in Testing Common Assumptions for Regressions with Missing Data. [Internet] [Thesis]. Texas A&M University; 2014. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/1969.1/153510.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chown JA. New Approaches in Testing Common Assumptions for Regressions with Missing Data. [Thesis]. Texas A&M University; 2014. Available from: http://hdl.handle.net/1969.1/153510

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Utah State University

18. Chang, Tsangyao. An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays.

Degree: PhD, Economics and Finance, 1995, Utah State University

  In this dissertation, three essays are presented that apply recent advances in time-series methods to the analysis of inflation and stock market index data… (more)

Subjects/Keywords: Autoregressive Conditional Heteroskedasticity; ARCH; Generalized Autoregressive Conditional Heteroskedasticity; GARCH; Modelling; Taiwan's Time-series data; Economics

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APA (6th Edition):

Chang, T. (1995). An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays. (Doctoral Dissertation). Utah State University. Retrieved from https://digitalcommons.usu.edu/etd/3916

Chicago Manual of Style (16th Edition):

Chang, Tsangyao. “An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays.” 1995. Doctoral Dissertation, Utah State University. Accessed July 16, 2019. https://digitalcommons.usu.edu/etd/3916.

MLA Handbook (7th Edition):

Chang, Tsangyao. “An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays.” 1995. Web. 16 Jul 2019.

Vancouver:

Chang T. An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays. [Internet] [Doctoral dissertation]. Utah State University; 1995. [cited 2019 Jul 16]. Available from: https://digitalcommons.usu.edu/etd/3916.

Council of Science Editors:

Chang T. An Application of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays. [Doctoral Dissertation]. Utah State University; 1995. Available from: https://digitalcommons.usu.edu/etd/3916

19. Thorn, Thomas. Testing for Heteroskedasticity in Bivariate Probit Models.

Degree: Dept. of Economics, 2013, University of Victoria

 Two score tests for heteroskedasticity in the errors of a bivariate Probit model are developed, and numerous simulations are performed. These tests are based on… (more)

Subjects/Keywords: heteroskedasticity; information matrix; artificial regression; German Socioeconomic Panel

…however, that heteroskedasticity 2 is often present with cross-sectional data. This presents a… …major problem because heteroskedasticity of the errors renders the maximum likelihood… …inconsistent. There are methods, of course, for taking into account heteroskedasticity when obtaining… …knows the specific form of the heteroskedasticity that is present in the model that is being… …estimated. If the heteroskedasticity is incorrectly specified, the coefficient estimator will… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Thorn, T. (2013). Testing for Heteroskedasticity in Bivariate Probit Models. (Masters Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/4670

Chicago Manual of Style (16th Edition):

Thorn, Thomas. “Testing for Heteroskedasticity in Bivariate Probit Models.” 2013. Masters Thesis, University of Victoria. Accessed July 16, 2019. http://hdl.handle.net/1828/4670.

MLA Handbook (7th Edition):

Thorn, Thomas. “Testing for Heteroskedasticity in Bivariate Probit Models.” 2013. Web. 16 Jul 2019.

Vancouver:

Thorn T. Testing for Heteroskedasticity in Bivariate Probit Models. [Internet] [Masters thesis]. University of Victoria; 2013. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/1828/4670.

Council of Science Editors:

Thorn T. Testing for Heteroskedasticity in Bivariate Probit Models. [Masters Thesis]. University of Victoria; 2013. Available from: http://hdl.handle.net/1828/4670


University of Florida

20. Al Abri, Ibtisam H. Does It Pay to Be Sustainable? Corporate Sustainability and Corporate Financial Performance a Study Based on the Dow Jones Sustainability Index (Djsi).

Degree: MS, Food and Resource Economics, 2014, University of Florida

 Several attempts have been made to analyze the benefits of creating long term value for shareholders and stakeholders through corporate sustainability (CS), however empirical evidence… (more)

Subjects/Keywords: Assets; Business structures; Economic recessions; Financial investments; Heteroskedasticity; Mathematical dependent variables; Mathematical variables; Modeling; Retail trade; Standard and Poors 500 Index; corporate-financial-performance  – corporate-sustainability

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APA (6th Edition):

Al Abri, I. H. (2014). Does It Pay to Be Sustainable? Corporate Sustainability and Corporate Financial Performance a Study Based on the Dow Jones Sustainability Index (Djsi). (Masters Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0046818

Chicago Manual of Style (16th Edition):

Al Abri, Ibtisam H. “Does It Pay to Be Sustainable? Corporate Sustainability and Corporate Financial Performance a Study Based on the Dow Jones Sustainability Index (Djsi).” 2014. Masters Thesis, University of Florida. Accessed July 16, 2019. http://ufdc.ufl.edu/UFE0046818.

MLA Handbook (7th Edition):

Al Abri, Ibtisam H. “Does It Pay to Be Sustainable? Corporate Sustainability and Corporate Financial Performance a Study Based on the Dow Jones Sustainability Index (Djsi).” 2014. Web. 16 Jul 2019.

Vancouver:

Al Abri IH. Does It Pay to Be Sustainable? Corporate Sustainability and Corporate Financial Performance a Study Based on the Dow Jones Sustainability Index (Djsi). [Internet] [Masters thesis]. University of Florida; 2014. [cited 2019 Jul 16]. Available from: http://ufdc.ufl.edu/UFE0046818.

Council of Science Editors:

Al Abri IH. Does It Pay to Be Sustainable? Corporate Sustainability and Corporate Financial Performance a Study Based on the Dow Jones Sustainability Index (Djsi). [Masters Thesis]. University of Florida; 2014. Available from: http://ufdc.ufl.edu/UFE0046818

21. Paulino, Tito Dominguez Dias. Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico.

Degree: 2016, Repositório Científico do Instituto Politécnico de Lisboa

Mestrado em Contabilidade e Análise Financeira,

Neste trabalho investiga-se o efeito dos dias da semana na volatilidade dum reputado e representativo índice bolsista internacional, o… (more)

Subjects/Keywords: Eficiência de mercado; Anomalias de mercado; Anomalias de calendário; Efeito dia da semana; Volatilidade; Heteroscedasticidade condicionada; Market efficiency; Market anomalies; Calendar anomalies; Weekday effect; Volatility; Conditional heteroskedasticity

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APA (6th Edition):

Paulino, T. D. D. (2016). Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6564

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Paulino, Tito Dominguez Dias. “Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico.” 2016. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed July 16, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6564.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Paulino, Tito Dominguez Dias. “Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico.” 2016. Web. 16 Jul 2019.

Vancouver:

Paulino TDD. Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2016. [cited 2019 Jul 16]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6564.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Paulino TDD. Efeito dos dias da semana na volatilidade do índice S&P 500: Um estudo empírico. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6564

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Paulino, Tito Dominguez Dias. Efeito dos dias da semana na volatilidade do índice S&P 500: um estudo empírico.

Degree: 2016, RCAAP

Neste trabalho investiga-se o efeito dos dias da semana na volatilidade dum reputado e representativo índice bolsista internacional, o Standard & Poor’s 500. Formularam-se várias… (more)

Subjects/Keywords: Eficiência de mercado; anomalias de mercado; anomalias de calendário; efeito dia da semana; volatilidade; heteroscedasticidade condicionada; Market efficiency; market anomalies; calendar anomalies; weekday effect; volatility; conditional heteroskedasticity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Paulino, T. D. D. (2016). Efeito dos dias da semana na volatilidade do índice S&P 500: um estudo empírico. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/18022

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Paulino, Tito Dominguez Dias. “Efeito dos dias da semana na volatilidade do índice S&P 500: um estudo empírico.” 2016. Thesis, RCAAP. Accessed July 16, 2019. https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/18022.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Paulino, Tito Dominguez Dias. “Efeito dos dias da semana na volatilidade do índice S&P 500: um estudo empírico.” 2016. Web. 16 Jul 2019.

Vancouver:

Paulino TDD. Efeito dos dias da semana na volatilidade do índice S&P 500: um estudo empírico. [Internet] [Thesis]. RCAAP; 2016. [cited 2019 Jul 16]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/18022.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Paulino TDD. Efeito dos dias da semana na volatilidade do índice S&P 500: um estudo empírico. [Thesis]. RCAAP; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/18022

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. JIA JIAOYANG. Limited information estimators.

Degree: 2003, National University of Singapore

Subjects/Keywords: limited information estimator; two-stage least square estimator; heteroskedasticity; factor analysis model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

JIAOYANG, J. (2003). Limited information estimators. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/13526

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

JIAOYANG, JIA. “Limited information estimators.” 2003. Thesis, National University of Singapore. Accessed July 16, 2019. http://scholarbank.nus.edu.sg/handle/10635/13526.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

JIAOYANG, JIA. “Limited information estimators.” 2003. Web. 16 Jul 2019.

Vancouver:

JIAOYANG J. Limited information estimators. [Internet] [Thesis]. National University of Singapore; 2003. [cited 2019 Jul 16]. Available from: http://scholarbank.nus.edu.sg/handle/10635/13526.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

JIAOYANG J. Limited information estimators. [Thesis]. National University of Singapore; 2003. Available from: http://scholarbank.nus.edu.sg/handle/10635/13526

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. YIN ZIHUI. Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China.

Degree: 2009, National University of Singapore

Subjects/Keywords: Conditional Heteroskedasticity; Stock Returns; GARCH; Conditional Correlation; Markov-Switching; Volatility Regime

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APA (6th Edition):

ZIHUI, Y. (2009). Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/16497

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ZIHUI, YIN. “Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China.” 2009. Thesis, National University of Singapore. Accessed July 16, 2019. http://scholarbank.nus.edu.sg/handle/10635/16497.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ZIHUI, YIN. “Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China.” 2009. Web. 16 Jul 2019.

Vancouver:

ZIHUI Y. Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China. [Internet] [Thesis]. National University of Singapore; 2009. [cited 2019 Jul 16]. Available from: http://scholarbank.nus.edu.sg/handle/10635/16497.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ZIHUI Y. Conditional Heteroskedasticity in Stock Returns: Evidence from Stock Markets of Mainland China. [Thesis]. National University of Singapore; 2009. Available from: http://scholarbank.nus.edu.sg/handle/10635/16497

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

25. Miettinen, Jarkko. GARCH Modeling with Normal Variance-Mean Mixtures.

Degree: Mathematics and Statistics (Matematik och statistik, Institutionen för (Statsvetenskapliga fakulteten), 2007, University of Helsinki

In GARCH literature a symmetric conditional probability distribution is often assumed. As the financial data, such as stock market returns, often have both peaked and… (more)

Subjects/Keywords: generalized autoregressive conditional heteroskedasticity; skewness; normal variance-mean mixture; generalized hyperbolic distributions; stock markets; stock market indexes; generalized autoregressive conditional heteroskedasticity; skewness; normal variance-mean mixture; generalized hyperbolic distributions; stock markets; stock market indexes

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Miettinen, J. (2007). GARCH Modeling with Normal Variance-Mean Mixtures. (Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/12631

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Miettinen, Jarkko. “GARCH Modeling with Normal Variance-Mean Mixtures.” 2007. Thesis, University of Helsinki. Accessed July 16, 2019. http://hdl.handle.net/10138/12631.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Miettinen, Jarkko. “GARCH Modeling with Normal Variance-Mean Mixtures.” 2007. Web. 16 Jul 2019.

Vancouver:

Miettinen J. GARCH Modeling with Normal Variance-Mean Mixtures. [Internet] [Thesis]. University of Helsinki; 2007. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/10138/12631.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Miettinen J. GARCH Modeling with Normal Variance-Mean Mixtures. [Thesis]. University of Helsinki; 2007. Available from: http://hdl.handle.net/10138/12631

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

26. Shin, Yoon Sung. Three Essays on Energy Economics and Forecasting.

Degree: 2012, Texas A&M University

 This dissertation contains three independent essays relating energy economics. The first essay investigates price asymmetry of diesel in South Korea by using the error correction… (more)

Subjects/Keywords: Energy; Price Asymmetry; Error Correction Model; Asymmetric GARCH; Heteroskedasticity; Biodiesel; Blend Mandate; Tax Credit; Simulation; Cost benefit Analysis; Urban Heat Island; ARIMA; Seasonal ARIMA; Regression Seasonal ARIMA; Daily Peak Load Electricity Demand; Houston

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shin, Y. S. (2012). Three Essays on Energy Economics and Forecasting. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2011-12-10689

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shin, Yoon Sung. “Three Essays on Energy Economics and Forecasting.” 2012. Thesis, Texas A&M University. Accessed July 16, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2011-12-10689.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shin, Yoon Sung. “Three Essays on Energy Economics and Forecasting.” 2012. Web. 16 Jul 2019.

Vancouver:

Shin YS. Three Essays on Energy Economics and Forecasting. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-12-10689.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shin YS. Three Essays on Energy Economics and Forecasting. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-12-10689

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Duras, Toni. Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap.

Degree: Örebro University School of Business, 2013, Örebro University

Subjects/Keywords: Bootstrap; critical values; Dickey-Fuller; heteroskedasticity; unit root tests; wild bootstrap.; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Duras, T. (2013). Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap. (Thesis). Örebro University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-29781

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Duras, Toni. “Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap.” 2013. Thesis, Örebro University. Accessed July 16, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-29781.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Duras, Toni. “Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap.” 2013. Web. 16 Jul 2019.

Vancouver:

Duras T. Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap. [Internet] [Thesis]. Örebro University; 2013. [cited 2019 Jul 16]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-29781.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Duras T. Robust critical values for unit root tests for series with conditional heteroskedasticity errors using wild bootstrap. [Thesis]. Örebro University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-29781

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Boeh-Sobon, Baxter R. The effects of charter schools on the academic achievement of California students.

Degree: M.P.P.A., Public Policy and Administration, 2017, California State University – Sacramento

 Charter schools are a national controversy, and have been since they were first adopted in the early 1990s. Yet in nearly thirty years in operation,… (more)

Subjects/Keywords: Fixed-effects; Panel data; Multicollinearity; Heteroskedasticity; School-level data; Charter schools; Academic achievement

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Boeh-Sobon, B. R. (2017). The effects of charter schools on the academic achievement of California students. (Masters Thesis). California State University – Sacramento. Retrieved from http://hdl.handle.net/10211.3/198557

Chicago Manual of Style (16th Edition):

Boeh-Sobon, Baxter R. “The effects of charter schools on the academic achievement of California students.” 2017. Masters Thesis, California State University – Sacramento. Accessed July 16, 2019. http://hdl.handle.net/10211.3/198557.

MLA Handbook (7th Edition):

Boeh-Sobon, Baxter R. “The effects of charter schools on the academic achievement of California students.” 2017. Web. 16 Jul 2019.

Vancouver:

Boeh-Sobon BR. The effects of charter schools on the academic achievement of California students. [Internet] [Masters thesis]. California State University – Sacramento; 2017. [cited 2019 Jul 16]. Available from: http://hdl.handle.net/10211.3/198557.

Council of Science Editors:

Boeh-Sobon BR. The effects of charter schools on the academic achievement of California students. [Masters Thesis]. California State University – Sacramento; 2017. Available from: http://hdl.handle.net/10211.3/198557


The Ohio State University

29. Kim, Soo-Il. Essays on the temporal insensitivity, optimal bid design and generalized estimation m odels in the contingent valuation study.

Degree: PhD, Agricultural, Environmental and Development Economics, 2004, The Ohio State University

 This dissertation aims to provide answers to some of issues in dichotomous choice contingent valuation: the temporal structure of willingness to pay, practical guideline for… (more)

Subjects/Keywords: Economics, Agricultural; CVM; Temporal sensitivity; discount rate; optimal design; D-optimal; robust design; heteroskedasticity; bivariate Gumbel; mixed logit

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kim, S. (2004). Essays on the temporal insensitivity, optimal bid design and generalized estimation m odels in the contingent valuation study. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1101915517

Chicago Manual of Style (16th Edition):

Kim, Soo-Il. “Essays on the temporal insensitivity, optimal bid design and generalized estimation m odels in the contingent valuation study.” 2004. Doctoral Dissertation, The Ohio State University. Accessed July 16, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1101915517.

MLA Handbook (7th Edition):

Kim, Soo-Il. “Essays on the temporal insensitivity, optimal bid design and generalized estimation m odels in the contingent valuation study.” 2004. Web. 16 Jul 2019.

Vancouver:

Kim S. Essays on the temporal insensitivity, optimal bid design and generalized estimation m odels in the contingent valuation study. [Internet] [Doctoral dissertation]. The Ohio State University; 2004. [cited 2019 Jul 16]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1101915517.

Council of Science Editors:

Kim S. Essays on the temporal insensitivity, optimal bid design and generalized estimation m odels in the contingent valuation study. [Doctoral Dissertation]. The Ohio State University; 2004. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1101915517


The Ohio State University

30. Lin, Xu. Essays on theories and applications of spatial econometric models.

Degree: PhD, Economics, 2006, The Ohio State University

 As an effective method in analyzing interdependence among the observations, the spatial autoregressive (SAR) models have witnessed ever-increasing applications. This dissertation intends to enrich both… (more)

Subjects/Keywords: peer effects; spatial autoregressive; group unobservables; unknown heteroskedasticity; robustness; asymptotic bias; GMM; 2SLS; MLE

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, X. (2006). Essays on theories and applications of spatial econometric models. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1147892372

Chicago Manual of Style (16th Edition):

Lin, Xu. “Essays on theories and applications of spatial econometric models.” 2006. Doctoral Dissertation, The Ohio State University. Accessed July 16, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1147892372.

MLA Handbook (7th Edition):

Lin, Xu. “Essays on theories and applications of spatial econometric models.” 2006. Web. 16 Jul 2019.

Vancouver:

Lin X. Essays on theories and applications of spatial econometric models. [Internet] [Doctoral dissertation]. The Ohio State University; 2006. [cited 2019 Jul 16]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1147892372.

Council of Science Editors:

Lin X. Essays on theories and applications of spatial econometric models. [Doctoral Dissertation]. The Ohio State University; 2006. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1147892372

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