ARCH
Autoregressive Conditional Heteroskedasticity (ARCH) is a model of dynamic heteroskedasticity where the variance of the error term, given past information, depends linearly on the past squared errors. |
Similar financial terms
Search costsCosts associated with locating a counterparty to a trade, including explicit costs (such as advertising) and implicit costs (such as the value of time).
Hierarchy
The levels of management within a business organisation, from the lowest to the highest.
