其中具有代表性的是恩格尔 (Engle ) 提出的“条件异方差自回归模型(AutoRegressive Conditional Heteroskedasticity) ” ，简称ARCH模型。
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因此，评估可由广义自回归条件异方差(GARCH模型)，这可能使避险比率意味着出随时间变化。
Therefore, evaluation could be carried out by means of Generalized Autoregressive Conditional Heteroscedasticity (GARCH), which could make hedge ratio vary with time.
广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
本文通过自回归条件异方差(ARCH)模型证明了亚洲金融危机后中国汇市在干预下的弹性。
This paper proves the elasticity of China's exchange market under interference after the Asian financial crisis by adopting Autoregressive Conditional Heteroscedasticity (ARCH) model.
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