异方差性 Heteroskedasticity ; [数] heteroscedasticity
自回归条件异方差 ARCH ; autoregressive conditional heteroscedasticity ; ARCH and GARCH
自回归条件异方差模型 ARCH ; Autoregressive Conditional Heteroskedasticity ; Autoregressive Conditional Heteroskedasticity Model
广义自回归条件异方差 GARCH ; General Autoregressive Conditional Heteroskedasticity ; DTGARCI-I
条件异方差 conditional heteroskedasticity ; ARCH-M
异方差检验 White Heteroskedasticity Test ; white Test ; test for heteroscedasticity
门限自回归条件异方差 TARCH
异方差模型 [统计] [数] heteroscedastic model ; Autoregressive Conditional Heteroskedastic
股异方差检验模型 VMRT
广义条件异方差模型 GARCH model
Since the first conditional volatility model by Engle (1982), thousands of papers concerning conditional heteroskedasticity have been published.
自从Engle于1982年提出ARCH模型以来，经济学界已经发表了数千篇关于条件异方差或波动率的文章。
参考来源 - 中国股票市场波动率的高频估计、特性与预测This paper studied some influencing factors of the sugar imports in China. A multivariate linear regression model for quantitative analysis was established and the model was researched with multiple linear treatment,autocorrelation and heteroscedasticity test.
研究了影响我国食糖进口量的众多因素,据此建立多元线性回归模型进行了定量分析,对模型进行了多重共线性处理,自相关与异方差的检验。
参考来源 - 我国食糖进口量影响因素的实证分析·2,447,543篇论文数据，部分数据来源于NoteExpress
非常量误差方差或异方差性。
如果这个假定不成立，我们说模型存在异方差性。
If the assumption fails, we say the model exhibits heteroskedasticity.
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.
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