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ARCH model
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ARCH model
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时间序列
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autoregressive conditional heteroscedasticity model;ARCH model
ARCH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。又称自回归条件异方差模型。
Mathematics
>数理统计>时间序列分析>释义
autoregressive conditional heteroscedastic (ARCH) model
自回归条件异方差模型
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