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
Terme préférentiel
ARCH model
Type
-
Descriptor
Concept générique
Variante
- Autoregressive conditional heteroscedasticity
- GARCH model
- Generalized autoregressive conditional heteroscedasticity
Traductions
-
allemand
-
GARCH-Modell
URI
http://zbw.eu/stw/descriptor/19574-5
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