পদ্ধতির তুলনা করুন

	Robust ARCH Model	অটো রিগ্রেসিভ কন্ডিশনাল হেটেরোস্কেডাস্টিসিটি (ARCH) মডেল	কোয়ান্টাইল রিগ্রেশন
ক্ষেত্র	অর্থমিতি	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model	Regression model
উদ্ভবের বছর	2002–2008	1982	1978
প্রবর্তক	Engle (1982) for ARCH; robust variants developed by Muler, Yohai, and others from the early 2000s	Robert F. Engle	Koenker & Bassett
ধরন	Volatility / conditional heteroscedasticity model	Conditional volatility model	Conditional quantile regression
মৌলিক উৎস	Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1007.	Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1007.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
অপর নাম	robust ARCH, outlier-robust ARCH, heavy-tailed ARCH, robust conditional volatility model	ARCH, autoregressive conditional heteroskedasticity, Engle ARCH, conditional variance model	conditional quantile regression, regression quantiles, Kantil Regresyon
সম্পর্কিত	6	6	5
সারসংক্ষেপ	The Robust ARCH model extends the classical Autoregressive Conditional Heteroscedasticity framework by replacing the standard maximum-likelihood estimator with robust alternatives that downweight or eliminate the influence of outliers. This makes volatility estimates resistant to extreme observations that frequently contaminate financial and macroeconomic time series.	The ARCH model, introduced by Robert Engle in 1982, captures time-varying volatility in financial and macroeconomic time series. It models the conditional variance of today's error as a function of past squared errors, explaining why volatile periods cluster together — a phenomenon known as volatility clustering.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.