BOOK-CHAPTER
Construction Forecasting Using Time Series Volatility Models
Keywords:
Autoregressive conditional heteroskedasticity Autoregressive integrated moving average Volatility (finance) Econometrics Time series Univariate Variance (accounting) Series (stratigraphy) Stochastic volatility Arch Mathematics Computer science Statistics Economics Engineering Multivariate statistics Accounting
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Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Hydrology and Drought Analysis
Physical Sciences → Environmental Science → Global and Planetary Change
Forecasting Techniques and Applications
Social Sciences → Decision Sciences → Management Science and Operations Research
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