Concept information
V Economics
V.01 Economic theory and methodology
V.01.02 Economic methodology
V.01.02.02 Econometrics
...
V.01 Economic theory and methodology
V.01.02 Economic methodology
V.01.02.02 Econometrics
Time series analysis
...
N.09.02.03 Statistical data analysis
Statistical method
Longitudinal analysis
Time series analysis
...
N.09.02 Statistics
N.09.02.03 Statistical data analysis
Longitudinal analysis
Time series analysis
...
N.09 Mathematical and statistical methods
N.09.02 Statistics
N.09.02.08 Time series analysis
Time series analysis
Preferred term
ARCH model
Type
-
Descriptor
Broader concept
Entry terms
- Autoregressive conditional heteroscedasticity
- GARCH model
- Generalized autoregressive conditional heteroscedasticity
In other languages
-
German
-
GARCH-Modell
URI
http://zbw.eu/stw/descriptor/19574-5
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