Skip to main navigation
Skip to search
Skip to main content
Aston Research Explorer Home
Help & FAQ
Home
Research units
Profiles
Research Outputs
Datasets
Student theses
Activities
Press/Media
Prizes
Equipment
Search by expertise, name or affiliation
Using monthly returns to model conditional heteroscedasticity
Nathan L. Joseph
*
*
Corresponding author for this work
Accounting
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Using monthly returns to model conditional heteroscedasticity'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Conditional Error
100%
Conditional Heteroscedasticity
100%
Financial Series
33%
GARCH (1,1) Model
66%
GARCH-in-mean
33%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
66%
High Linearity
33%
Mean Model
33%
Mean Regression
33%
Monthly Return
100%
Multivariate Model
33%
Nonlinearity
100%
OLS Regression
33%
Out-of-sample Forecasting
33%
Residual Error
33%
Student-t Distribution
33%
Mathematics
Conditional Model
100%
Conditionals
100%
GARCH Model
25%
Heteroscedasticity
100%
Nonlinearity
100%
Orthogonal Latin Square
75%
Residuals
50%
Economics, Econometrics and Finance
ARCH Model
25%
Generalized Autoregressive Conditional Heteroskedasticity
100%
Nonlinearity
100%