পদ্ধতির তুলনা করুন

	মার্কভ রিজিমি-সুইচিং মডেল (MS-AR / MS-VAR)	এক্সপোনেনশিয়াল GARCH (EGARCH)	GARCH	সাধারণ ন্যূনতম বর্গক্ষেত্র (OLS) রিগ্রেশন
ক্ষেত্র	অর্থমিতি	অর্থমিতি	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model	Regression model	Regression model
উদ্ভবের বছর	1989	1991	1986	2019
প্রবর্তক	Hamilton (1989); Kim & Nelson (1999)	Nelson	Tim Bollerslev	Wooldridge (textbook treatment); classical least squares
ধরন	Regime-switching time series model	Conditional volatility model (asymmetric GARCH variant)	Conditional volatility model	Linear regression
মৌলিক উৎস	Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384.	Nelson, D. B. (1991). Conditional Heteroskedasticity in Asset Returns: A New Approach. Econometrica, 59(2), 347-370.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
অপর নাম	regime-switching model, Markov-switching autoregression, MS-AR, MS-VAR	exponential GARCH, Nelson's EGARCH, asymmetric GARCH, EGARCH — Üstel GARCH	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
সম্পর্কিত	5	4	5	5
সারসংক্ষেপ	The Markov regime-switching model lets the parameters of a time series change probabilistically across hidden regimes governed by a Markov chain. Introduced by Hamilton (1989) and developed further by Kim and Nelson (1999), it automatically detects business-cycle phases such as expansions and contractions.	EGARCH is an asymmetric GARCH variant, introduced by Nelson in 1991, that models the leverage effect in which bad news raises volatility more than good news of the same size. It captures the negative-shock asymmetry of financial return series by modelling the logarithm of the conditional variance.	GARCH is an econometric model for the time-varying volatility of financial time series, introduced by Tim Bollerslev in 1986 as a generalisation of Engle's ARCH model. It treats the conditional variance as a function of past squared shocks and past variances, capturing the volatility clustering seen in returns.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).