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heteroscedastic

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general autoregressive conditional heteroscedasticity model

Overview page. Subjects: Financial Institutions and Services.

(GARCH)

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

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homoscedastic

Overview page. Subjects: Economics.

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

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