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ARCH
(redirected from Autoregressive conditional heteroskedasticity)

    Also found in: Financial, Wikipedia 0.03 sec.
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ARCHAccess Response Channel
ARCHAction Research and Community Health and Development
ARCHAdult Residential Care Home
ARCHAdvanced Reconnaissance Compression Hardware
ARCHAdvocacy Resource Centre for the Handicapped
ARCHAdvocates for Reproductive Choice in Healthcare
ARCHAir Forces' Regional Communications Hub
ARCHAir Rescue Consortium of Hospitals (air medical services company)
ARCHAir Rotary Casing Hammer
ARCHAnimal Rights Collective of Halifax (Canada)
ARCHArchaic
ARCHArchbishop
ARCHArchery
ARCHArches National Park (US National Park Service)
ARCHArchitecture
ARCHARgonne CHicago (ARCH Development Corp.)
ARCHAssociation for Radio Controlled Helicopters
ARCHAssociation of Registered Clinical Hypnotherapists
ARCHAutomatic Remote Cassette Handler
ARCHAutoregressive Conditional Heteroskedasticity
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? References in periodicals archive
The most popular one is the class of autoregressive conditional heteroskedasticity (ARCH) models, introduced by Engle (1982).
Risk management: an analysis of the low-tail behavior of high ... by Alvarez, Susana / Journal of Academy of Business and Economics
Engle received the prize for his research on the concept of autoregressive conditional heteroskedasticity (ARCH).
NYU Stern's Engle Wins 2003 Nobel Prize in Economics by Business Wire
The first autoregressive conditional heteroskedasticity (ARCH) model, introduced by Engle (1982), was applied to economic data.
Heteroskedastic behavior of the Indian stock market: evidence and ... by Karmakar, Madhusudan / Journal of Academy of Business and Economics
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