Kielelezo cha ARCH kisicho cha Mstari (NARCH)
Kielelezo cha ARCH kisicho cha Mstari (NARCH), kilichoanzishwa na Higgins na Bera (1992), kinapanua mfumo asili wa ARCH wa Engle kwa kuruhusu mabadiliko ya nguvu ya kutokuwa na uhakika kutathminiwa kutoka kwa data badala ya kuwekwa kwa mbili. Unyumbufu huu unanasa darasa pana la mienendo ya kutokuwa na uhakika iliyoonekana katika mfululizo wa muda wa kifedha na kiuchumi.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Higgins, M. L., & Bera, A. K. (1992). A class of nonlinear ARCH models. International Economic Review, 33(1), 137-158. DOI: 10.2307/2526988 ↗
- Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987-1007. DOI: 10.2307/1912773 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Nonlinear Autoregressive Conditional Heteroscedasticity Model. ScholarGate. https://scholargate.app/sw/econometrics/nonlinear-arch-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Muundo wa ARCH (Autoregressive Conditional Heteroskedasticity)Ekonometriki↔ compare
- Modeli ya EGARCH (Exponential GARCH)Ekonometriki↔ compare
- Modeli wa GARCH (Utabiri wa Msukosuko)Ekonometriki↔ compare
- Mchanganuo wa Kutokuwa na Utulivu wa Kimahesabu (Heston)Fedha↔ compare
Imerejelewa na
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