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![]() Date: 2004-04-23 18:01:27Autoregressive conditional heteroskedasticity Robert F. Engle Mathematical finance Heteroscedasticity-consistent standard errors Heteroscedasticity Volatility Quantitative analyst Economic model Durbin–Watson statistic Statistics Econometrics Time series analysis | Source URL: pages.stern.nyu.eduDownload Document from Source WebsiteFile Size: 82,50 KBShare Document on Facebook |
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