Return to overview »

Results | All related links for this item | 1-2 of 2 results for:

Refine by type

Refine by product


general autoregressive conditional heteroscedasticity model

Overview page. Subjects: Financial Institutions and Services.


In statistics, a generalized model of autoregressive conditional heteroscedasticity models, which are used in finance as a way of estimating volatility. These are...

See overview in Oxford Index


Overview page. Subjects: Economics.

In statistics, describing errors in a regression analysis that are constant for different values of the independent variable. Compare heteroscedastic.

See overview in Oxford Index