Overview

general autoregressive conditional heteroscedasticity model


Related Overviews

 

'general autoregressive conditional heteroscedasticity model' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Financial Institutions and Services

GO

Show Summary Details

Quick Reference

(GARCH)

In statistics, a generalized model of autoregressive conditional heteroscedasticity models, which are used in finance as a way of estimating volatility. These are complicated time-series econometric models, in which the past value of a variable is used to predict its future value. See heteroscedastic.

Subjects: Financial Institutions and Services.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.