Mathematics
GARCH Model
100%
Maximum Likelihood Estimator
50%
Test Statistic
33%
Linear Change
25%
Transition Function
25%
Parameter Estimate
25%
Multiplicative
25%
Locally Stationary Process
25%
Asymptotic Property
25%
Conditionals
25%
Nonlinear
25%
Simulation Study
25%
Variance
25%
Variables
25%
Supremum
16%
Asymptotic Distribution
16%
Misspecification
8%
High Power
8%
Monte Carlo Study
8%
Regression Model
8%
Nuisance Parameter
8%
Nonlinearities
8%
Taylor Expansion
8%
Null Hypothesis
8%
Nonlinear Regression Model
8%
Smooth Function
8%
Asymptotic Distribution Theory
8%
Functionals
8%
Economics, Econometrics and Finance
ARCH Model
100%
Estimation Theory
50%
Volatility
25%
Return
25%
Generalized Autoregressive Conditional Heteroskedasticity
25%
Measure of Dispersion
25%
Time Series
25%
Asymptotic Distribution
25%
Regression Model
16%
Nonlinearities
8%
Loss
8%
Scientific Modelling
8%
