information about Autoregressive conditional heteroskedasticity field
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| Parent | |||
|---|---|---|---|
Mathematics 21.8M papers | Business 13.6M papers | Economics 12.4M papers | Finance 4M papers |
Econometrics 1.1M papers | Financial economics 407k papers | Volatility (finance) 100k papers | |
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Autoregressive conditional heteroskedasticity 20k papers | |||
| Child | |||
Conditional variance 3,532 papers | Volatility clustering 1,439 papers | Leverage effect 1,135 papers | Chain rule (probability) 684 papers |
Student's t-distribution 404 papers | Law of total variance 140 papers | ||
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