Abbreviations dictionary. 2012.
GARCH — Modelle (generalized autoregressive conditional heteroscedasticity) sind eine Verallgemeinerung von ARCH Modellen (autoregressive conditional heteroscedasticity). Hierbei hängt die Varianz nicht nur von der Historie der Zeitreihe ab, sondern auch … Deutsch Wikipedia
garch — ol·i·garch; … English syllables
GARCH-Modell — GARCH Modelle (generalized autoregressive conditional heteroscedasticity) sind eine Verallgemeinerung von ARCH Modellen (autoregressive conditional heteroscedasticity). Hierbei hängt die bedingte Varianz ht nicht nur von der Historie der… … Deutsch Wikipedia
GARCH — Abk. für General Autoregressive Conditional Heteroscedasticity (verallgemeinerte autoregressiv bedingte Heteroskedastizität); Verallgemeinerung des ⇡ ARCH Modells, bei dem neben dem autoregressiven Prozess (⇡ AR(p) Prozess) noch andere Variablen… … Lexikon der Economics
Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process — An econometric term developed in 1982 by Robert F. Engle, an economist and 2003 winner of the Nobel Memorial Prize for Economics to describe an approach to estimate volatility in financial markets. There are several forms of GARCH modeling. The… … Investment dictionary
Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) — A statistical model used by financial institutions to estimate the volatility of stock returns. This information is used by banks to help determine what stocks will potentially provide higher returns, as well as to forecast the returns of current … Investment dictionary
ol|i|garch — «OL uh gahrk», noun.defu>one of the rulers in an oligarchy. ╂[< Greek oligárchēs < olígos few + árchein to rule < archós leader] … Useful english dictionary
ol·i·garch — /ˈɑːləˌgɑɚk/ noun, pl garchs [count] somewhat formal : a person who belongs to a small group of people who govern or control a country, business, etc … Useful english dictionary
General Autoregressive Conditional Heteroscedasticity — ⇡ GARCH … Lexikon der Economics
Авторегрессионная условная гетероскедастичность — (ARCH AutoRegressive Conditional Heteroskedastiсity) применяемая в эконометрике модель для анализа временных рядов (в первую очередь финансовых) у которых условная (по прошлым значениям ряда) дисперсия ряда зависит от прошлых значений … Википедия
