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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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
Ximian (www.ximian.com) has released a free Outlook clone named Evolution that is available on many Linux distributions. I personally believe this is an excellent e-mail client I have never exchanged calendars with anyone, but I do keep a calendar.
With its ability to now run on any Linux distribution and our kernel of choice, we look forward to utilizing Docker 0.7 within our environment," said Brian McCallister, CTO of Platform at Groupon.
The Ampro Linux distribution includes a full root file system, X-free graphics package, and GNU-based development tools.
In another effort to reduce memory requirements, some vendors offer a Linux distribution that controls just the peripherals on a development board.
Supports any Linux distribution on architectures including Intel x86-32, Intel x86-64, Itanium-2, Power PC, and zSeries as well as FreeBSD, NetBSD and OpenBSD
This book guides readers through tasks for the Linux distribution Ubuntu version 8.04, an operating system with desktop, system administration, server, and programming capabilities.
Wind River's Linux platform incorporates a tested, validated Linux distribution based on Linux 2.6 kernel technology, and is suited to device manufacturers requiring Linux capabilities to support mobile device development projects.
The TimeSys Linux RTOS Professional Edition SDK combines a ready-to-run real-time Linux distribution for QuickLogic's QuickMIPS chips with TimeSys' TimeStorm graphical Integrated Development Environment (IDE) and TimeTrace diagnostic tool designed to simplify the development and debugging of Linux-based embedded applications.
While the partnership is clearly intended to ensure that VA and SGI continue to have access to a non-commercial Linux distribution as well as Red Hat, TurboLinux, Caldera and SuSE, the deal is not entirely business-oriented.
This book covers the free Linux distribution titled Ubuntu, a direct descendant of Debian, one of the oldest and most revered Linux distributions.

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