information about Autoregressive conditional heteroskedasticity field
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| Parent | |||
|---|---|---|---|
Mathematics 21.1M papers | Economics 11.7M papers | Business 11.6M papers | Finance 3.8M papers |
Econometrics 1.1M papers | Financial economics 407k papers | Volatility (finance) 101k papers | |
| Current | |||
Autoregressive conditional heteroskedasticity 20.2k papers | |||
| Child | |||
Conditional variance 3,556 papers | Volatility clustering 1,478 papers | Leverage effect 1,165 papers | Chain rule (probability) 687 papers |
Student's t-distribution 387 papers | Law of total variance 138 papers | ||
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