Autoregressive 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 Heteroskedasticity

A 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.

单词	autoregressive conditional heteroskedasticity
释义	DictionarySeearch Autoregressive 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 Heteroskedasticity A 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	yacine, kateb yack yacka yack at yack away yacked yacked at yacked it up yacked something up yacked up yackety yackety-yack yackety-yak yackety-yakked yackety-yakking yackety-yaks yack head off yacking yacking at yacking it up yacking something up yacking up yack it up yacks yacks at