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Autoregressive 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
Date: 2004-04-23 18:01:27
Autoregressive 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

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