autoregressive conditional heteroskedasticity

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Bog body. Head of Tollund Man. Died at about age 30-40, Dated to about 280 BCE early Iron Age. Found Bjaeldskovdal bog Denmark in 1950 near Elling Woman. Most well preserved bog body to date. Human remains mummified in natural peat bogs. mummy, embalm

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Nativity Scene, Adoration of the Magi, Church of the Birth of the Virgin Mary, Montenegro

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Small, white rat (genus Rattus) on a glass table. (rodent, laboratory, experiment)

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American bison (Bison bison) also known as buffalo or plains buffalo on the prairie, western U.S.

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Black widow spider

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Panoramic view at sunrise of moai, Ahu Tongariki, Easter Island (Rapa Nui), Chile

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Leonardo da Vinci (1452-1519), Italian Renaissance painter from Florence. Engraving by Cosomo Colombini (d. 1812) after a Leonardo self portrait. Ca. 1500.

10 Famous Artworks by Leonardo da Vinci

autoregressive conditional heteroskedasticity

economics

Also known as: ARCH

Learn about this topic in these articles:

work of Engle

In Robert F. Engle
Inherent in Engle’s autoregressive conditional heteroskedasticity (known as ARCH) model was the concept that, while most volatility is embedded in random error, its variance depends on previously realized random errors, with large errors being followed by large errors and small by small. This contrasted with earlier models wherein…
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