|
|
|
|
|
|
|
|
|
Autoregressive conditional heteroscedasticity (arch) model
| Словарь по экономике и эконометрике |
A time series model for volatilities.
|
|
|
Autoregressive moving average (arma) model, английский
A time series model where the current value of a series is fitted with its previous values (the autoregressive part) and the current and previous values of an error term (the moving average part).
Carhart model, английский
A time series model for explaining the performance of mutual funds or trading rules based on four factors
|
|
|
|
|
|
|
