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Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Autoregressive Conditional Heteroskedasticity

A statistical measure of the average error between a best fit line and actual data that uses past data to predict future performance. General Autoaggressive Conditional Heteroskedasticity is the most common way of doing this. See also: Fractal Distribution.
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References in periodicals archive ?
Deep Palmar Arch: This arterial arch provides a second channel connecting the radial and ulnar arteries in the palm, the first one being the superficial palmar arch.
The radial indicis artery may arise either from the princeps or from the deep palmar arch. The deep palmar arch, usually completed by the deep palmar branch of the ulnar artery, gives rise to three palmar metacarpal arteries that join the common palmar digital arteries off the superficial arch.

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