information about Autoregressive conditional heteroskedasticity field
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Parent | |||
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Mathematics 22.2M papers | Business 13.9M papers | Economics 12.7M papers | Finance 4M papers |
Econometrics 1.1M papers | Financial economics 417k papers | Volatility (finance) 103k papers | |
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Autoregressive conditional heteroskedasticity 20.4k papers | |||
Child | |||
Conditional variance 3,558 papers | Volatility clustering 1,461 papers | Leverage effect 1,159 papers | Chain rule (probability) 695 papers |
Student's t-distribution 408 papers | Law of total variance 141 papers |
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