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What (who) is NARCH-Modell - definition
NARCH-Modell
Das NARCH-Modell (NARCH, Akronym für: Nonparametric AutoRegressive Conditional Heteroscedasticity, nichtparametrische autoregressive bedingte Heteroskedastizität) bzw. nichtparametrisches autoregressives Modell mit bedingter Heteroskedastizität ist ein stochastisches Modell zur Zeitreihenanalyse.
