| 单词 |
autoregressive conditional heteroskedasticity |
| 释义 |
DictionarySeearchAutoregressive Conditional Heteroskedasticity
Autoregressive Conditional Heteroskedasticity (ARCH)A nonlinear stochastic process, where the variance is time-varying, and a function of the past variance. ARCH processes have frequency distributions which have high peaks at the mean and fat-tails, much like fractal distributions. The ARCH model was invented by Robert Engle. The Generalized ARCH (GARCH) model is the most widely used and was pioneered by Tim Bollerslev. See: Fractal Distributions.Autoregressive Conditional HeteroskedasticityA statistical measure of the average error between a best fit line and actual data that uses past data to predict future performance. General Autoaggressive Conditional Heteroskedasticity is the most common way of doing this. See also: Fractal Distribution.AcronymsSeearchaic |
| 随便看 |
- simonov, evgenii
- simonov, evgenii rubenovich
- simonov island
- simonov, ivan
- simonov, ivan mikhailovich
- simonov, konstantin
- simonov, konstantin mikhailovich
- simonov monastery
- simonov, nikolai
- simonov, nikolai konstantinovich
- simonov, ruben
- simonov, ruben nikolaevich
- simonov, sergei
- simonov, sergei gavrilovich
- simonovskii, petr
- simonovskii, petr ivanovich
- simon, paul
- simon peres
- simon perineorrhaphy
- simon peter
- simon petliura
- simon petrus
- simon position
- simon property group
- simon pure
|