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See: Auto-Regressive Conditional Heteroskedasticity
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
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