What are ARCH & GARCH Models

What are ARCH & GARCH Models

Aric LaBarr

2 года назад

41,733 Просмотров
My favorite time series topic - ARCH and GARCH volatility modeling! Here I talk about the premise behind modeling and the famous class of models that spawned many many adaptations to changing the world of volatility modeling. Of course, all in under 5 minutes!
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