Preferred term
ARCH-Modell
Type
Type of entity- Descriptor
Broader concept
Broader conceptEntry terms
Alternative terms for the concept.- GARCH-Modell
In other languages
Terms for the concept in other languages.English
- ARCH model
- Autoregressive conditional heteroscedasticity
- GARCH model
- Generalized autoregressive conditional heteroscedasticity
URI
http://zbw.eu/stw/descriptor/19574-5