Index
D(un) condition
ACD model
exponential
generalized Gamma
threshold
Weibull
Activation function, see Neural network
Airline model
Akaike information criterion (AIC)
Arbitrage
ARCH effect
ARCH model
estimation
t distribution
GED innovation
normal
Arranged autoregression
Augmented DickeyߝFuller test
Autocorrelation function (ACF)
Autocovariance
Autoregressive integrated moving-average (ARIMA) model
Autoregressive model
estimation
forecasting
order
stationarity
Autoregressive moving-average (ARMA) model
forecasting
Back propagation
neural network
Back-shift operator
Bartlett's formula
Bayesian information criterion (BIC)
Bidߝask bounce
Bidߝask spread
Bilinear model
BlackߝScholes
differential equation
BlackߝScholes formula
European call option
European put option
Brownian motion
geometric
standard
Business cycle
Canonical correlation analysis
Characteristic equation
Characteristic root
CHARMA model
Cholesky decomposition
Cointegration
Cointegration test
maximum eigenvalue
trace
Common factor
Common trend
Companion matrix
Compounding
Conditional distribution
Conditional forecast
Conditional heteroscedasticity
HAC covariance estimator
Conditional-likelihood method
Conjugate prior, see Distribution
Correlation
coefficient
constant
time-varying
Cost-of-carry model
Covariance matrix
Cross-correlation matrix
Cross-validation
CVaR
Conditional value at risk
Data
3M stock return
Bank of America stock return
BHP daily price
Cisco stock return
Citi-Group stock return
Civilian employment ...
