Usporedite metode

	EGARCH (Exponential GARCH)	Regresija običnih najmanjih kvadrata (OLS)
Područje	Ekonometrija	Ekonometrija
Obitelj	Regression model	Regression model
Godina nastanka	1991	2019
Tvorac	Nelson	Wooldridge (textbook treatment); classical least squares
Vrsta	Conditional volatility model (asymmetric GARCH variant)	Linear regression
Temeljni izvor	Nelson, D. B. (1991). Conditional Heteroskedasticity in Asset Returns: A New Approach. Econometrica, 59(2), 347-370.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Drugi nazivi	exponential GARCH, Nelson's EGARCH, asymmetric GARCH, EGARCH — Üstel GARCH	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Srodne	4	5
Sažetak	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.	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).