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Concept information

Preferred term

ARCH-Modell  

Type

  • Descriptor

Entry terms

  • GARCH-Modell

In other languages

  • English

  • Autoregressive conditional heteroscedasticity
  • GARCH model
  • Generalized autoregressive conditional heteroscedasticity

URI

http://zbw.eu/stw/descriptor/19574-5

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