Some articles on conditional heteroskedasticity:
... In recent years time series models have become more sophisticated and attempt to model conditional heteroskedasticity with models such as ARCH (autoregressive conditional heteroskedasticity) and GARCH (generalized ...
Famous quotes containing the word conditional:
“The population of the world is a conditional population; these are not the best, but the best that could live in the existing state of soils, gases, animals, and morals: the best that could yet live; there shall be a better, please God.”
—Ralph Waldo Emerson (18031882)