ARCH model

ARCH-Modell (german)

used for: Autoregressive conditional heteroscedasticity, GARCH model, Generalized autoregressive conditional heteroscedasticity

Broader Terms

Econometric Model

Related Terms

Heteroscedasticity

Subject Categories

V.16.07 Econometrics

Persistent Identifier (for bookmarking and linking)

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

List of Interest

Search in ECONIS (or), ECONIS (and)

Remove List of Interest

STW Thesaurus for Economics (v 8.06, 2010-04-22) ▪ Suggestions and comments to the thesaurus team
German National Library of Economics (ZBW) / Leibniz Information Centre for Economics - Imprint

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