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generalized autoregressive conditional heteroscedasticity model
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generalized autoregressive conditional heteroscedasticity model
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理学
时间序列
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generalized autoregressive conditional heteroscedasticity model;GARCH model
GARCH模型
一类用于分析时间序列波动性问题的计量经济学模型。又称广义自回归条件异方差模型。
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