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