autoregressive conditional heteroskedasticity造句

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:: Appropriate wikipedia articles include Autoregressive conditional heteroskedasticity, and Volatility.
See also autoregressive conditional heteroskedasticity ( ARCH ) models and autoregressive integrated moving average ( ARIMA ) models.
He found that the concept of autoregressive conditional heteroskedasticity ( ARCH ) accurately captures the properties of many time series and developed methods for statistical modeling of time-varying volatility.
A fellow of the Econometric Society, Bollerslev is known for his ideas for measuring and forecasting financial market volatility and for the GARCH ( generalized autoregressive conditional heteroskedasticity ) model.
These models represent autoregressive conditional heteroskedasticity ( ARCH ) and the collection comprises a wide variety of representation ( GARCH, TARCH, EGARCH, FIGARCH, CGARCH, etc . ).
Engle developed new statistical models of volatility that captured the tendency of stock prices and other financial variables to move between high volatility and low volatility periods ( Autoregressive Conditional Heteroskedasticity : ARCH ).
In recent years time series models have become more sophisticated and attempt to model conditional heteroskedasticity with models such as ARCH ( autoregressive conditional heteroskedasticity ) and GARCH ( generalized autoregressive conditional heteroskedasticity ) models frequently used for financial time series.
In recent years time series models have become more sophisticated and attempt to model conditional heteroskedasticity with models such as ARCH ( autoregressive conditional heteroskedasticity ) and GARCH ( generalized autoregressive conditional heteroskedasticity ) models frequently used for financial time series.
It's difficult to see autoregressive conditional heteroskedasticity in a sentence. 用autoregressive conditional heteroskedasticity造句挺难的

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