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Nonlinear ARCH model/Ushahidi
Rekodi ya ushahidi wa mbinu

Nonlinear ARCH model

The Nonlinear ARCH (NARCH) model, introduced by Higgins and Bera (1992), extends Engle's original ARCH framework by allowing the power transformation of volatility to be estimated from the data rather than fixed at two. This flexibility captures a broader class of volatility dynamics observed in financial and macroeconomic time series.

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Rekodi ya chanzo

Nukuu zimehamishwa kwa uhalisi kutoka kwa rekodi ya chanzo cha mbinu. Hakuna uthibitisho wa kiwango cha dai unaodokezwa kutoka kwao.

Nonlinear Autoregressive Conditional Heteroscedasticity Model
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • 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
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Taxonomic bucketARCH modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketEGARCH modelmachine-suggested · Relational suggestion, not evidence.Same method familyGARCH Modelmachine-suggested · Relational suggestion, not evidence.Same method familyStochastic Volatility Modelmachine-suggested · Relational suggestion, not evidence.

Hali ya ushahidi

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

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