information about Autoregressive conditional heteroskedasticity field
Field Hierarchy
Parent | |||
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Mathematics 21.4M papers | Economics 11.9M papers | Business 11.9M papers | Finance 3.9M papers |
Econometrics 1.1M papers | Financial economics 413k papers | Volatility (finance) 103k papers | |
Current | |||
Autoregressive conditional heteroskedasticity 20.5k papers | |||
Child | |||
Conditional variance 3,594 papers | Volatility clustering 1,497 papers | Leverage effect 1,177 papers | Chain rule (probability) 690 papers |
Student's t-distribution 389 papers | Law of total variance 137 papers |
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