Keyphrases
Range Data
100%
Conditional Autoregressive
100%
Geometric Process
100%
Financial Time Series
50%
Range Model
50%
Copyright
25%
Simulation Study
25%
Implementation Model
25%
Efficient Estimator
25%
WinBUGS
25%
Extreme Value Theory
25%
Threshold Effect
25%
Leverage Effect
25%
Long Memory
25%
Trend Pattern
25%
Stock Market Index
25%
Mean Function
25%
T-distribution
25%
Range Mode
25%
Sample Estimation
25%
Process Framework
25%
Conditional Autoregressive Range Model
25%
Memory Dynamics
25%
Log-t
25%
Out-of-sample Forecasting
25%
Australian Stock Market
25%
Local Volatility
25%
Mathematics
Bayesian
100%
Conditionals
100%
Geometric Process
100%
Simulation Study
20%
WinBUGS
20%
Extreme Value Theory
20%
Stock Market
20%
Leverage Effect
20%
Computer Science
Process Model
100%
Financial Time
100%
Simulation Study
50%
Process Framework
50%
Dynamic Memory
50%
Implementation Model
50%
Economics, Econometrics and Finance
Time Series
100%
Bayesian
100%
Volatility
50%
Value Theory
50%
Stock Index
50%
Extreme Value
50%
Engineering
Model Parameter
100%
Efficient Estimator
100%