条件方差（Conditional variance）：只要把原来求方差时的概率密度函数换成条件密度函数就行了意义就是当X发生时，Y发生的方差
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条件方差方程 conditional variance equation
条件方差函数 conditional variance function
条件和非条件方差 conditional and unconditional variance
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
条件异方差 conditional heteroskedasticity ; ARCH-M
广义自回归条件异方差 GARCH ; General Autoregressive Conditional Heteroskedasticity ; DTGARCI-I
条件同方差 conditional homoskedasticity
门限自回归条件异方差 TARCH
It could provide the basis to the regulators and investors for analyzing and defusing the stock market risk. In our real life, financial time series often show that the conditional mean and conditional variance have different state.
现实生活中,金融时间序列通常表现出条件均值和条件方差都具有不同的状态水平,因此本文考虑基于离散马尔可夫过程的体制转换模型对我国股票市场风险进行度量。
参考来源 - 体制转换模型下中国股票市场VaR的估算（研究生论文）·2,447,543篇论文数据，部分数据来源于NoteExpress
本文主要讨论在条件方差限制下的交互影响的识别问题。
This paper mainly discusses the identification of social interactions under conditional variance restrictions.
在PP图的应用中，检验了对数收益的无条件方差的分布和ARCH类模型。
In the application of pp plots, unconditional variance distribution of logarithmic return and ARCH type models are tested.
对这类模型的统计建模，人们既关心回归系数的估计，更关心误差条件方差结构中未知参数的估计。
For this kind of modeling, people care for not only the estimation of regressive coefficient but also the estimation of unknown parameters in conditional skedasticity.
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