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Key terms: math q z model epsilon sigma garch alpha sum hat errors beta engle variance cdots theta omega garch model econometrics time series null hypothesis autoregressive conditional residuals specification conditional variance generalized autoregressive conditional heteroskedasticity garch errors periods log t z returns squares integrated asymmetric journal robert f estimate volatility applied values Search external links cited by footnotes on Wikipedia page Autoregressive conditional heteroskedasticity: |
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