CASD model and ARCH model is what model?? Why baidu search less than, the two models is to explain what? I don't know how to categorize, a great god answer!!

CodePudding user response:

Can search, but what does it mean, look not to understand
1. Cross sectional absolute deviation of return (CSAD)
2. The ARCH model (Autoregressive conditional heteroskedasticity model) ARCH model by the university of California, San Diego, professor Robert engel (Engle) in "econometric" magazine in 1982 (Econometrica) is put forward for the first time in a paper, then get rapid development in the field of econometrics, the so-called ARCH model, in accordance with the English translation is Autoregressive conditional heteroscedastic model, roughly speaking, the model will be the all available information as a condition, and the variation of some form of regression is used to depict the variance, for a time series, can use the information at different times, different variance and the corresponding condition is different also, by using the ARCH model, to characterize the time variation of conditional variances,

CodePudding user response:

refer to 1st floor of the autumn leaves response:

can search, but what does it mean, look not to understand
1. Cross sectional absolute deviation of return (CSAD)
2. The ARCH model (Autoregressive conditional heteroskedasticity model) ARCH model by the university of California, San Diego, professor Robert engel (Engle) in "econometric" magazine in 1982 (Econometrica) is put forward for the first time in a paper, then get rapid development in the field of econometrics, the so-called ARCH model, in accordance with the English translation is Autoregressive conditional heteroscedastic model, roughly speaking, the model will be the all available information as a condition, and the variation of some form of regression is used to depict the variance, for a time series, can use the information at different times, different variance and the corresponding condition is different also, by using the ARCH model, to characterize the time variation of conditional variances,

Bosses, originally is the ah, why do I find what is hydroxy acid?????? Come on, turned out to be so

CodePudding user response:

refer to 1st floor of the autumn leaves response:

can search, but what does it mean, look not to understand
1. Cross sectional absolute deviation of return (CSAD)
2. The ARCH model (Autoregressive conditional heteroskedasticity model) ARCH model by the university of California, San Diego, professor Robert engel (Engle) in "econometric" magazine in 1982 (Econometrica) is put forward for the first time in a paper, then get rapid development in the field of econometrics, the so-called ARCH model, in accordance with the English translation is Autoregressive conditional heteroscedastic model, roughly speaking, the model will be the all available information as a condition, and the variation of some form of regression is used to depict the variance, for a time series, can use the information at different times, different variance and the corresponding condition is different also, by using the ARCH model, to characterize the time variation of conditional variances,

Thank you very much, but I still don't understand, it's too hard to write a paper to this, it is too difficult, ha ha ha ha

CodePudding user response:

With bing.com search engine, you can find a lot, I don't know is what, I don't know how to write your essays will be?

https://wiki.mbalib.com/wiki/ARCH%E6%A8%A1%E5%9E%8B

CodePudding user response:

Baidu encyclopedia ARCH model
https://baike.baidu.com/item/ARCH%E6%A8%A1%E5%9E%8B/4143609? Fr=Aladdin