Question
ARCH प्रतिमान
Answer :
Word Count : 337
ARCH (Autoregressive Conditional Heteroskedasticity) प्रतिमान का विकास रॉबर्ट एंगल ने 1982 में किया था ताकि समय श्रंखला आंकड़ों में पाए जाने वाले वोलाटिलिटी क्लस्टरिंग (volatility clustering) की समस्या को समझा जा सके। यह प्रतिमान मुख्यतः वित्तीय आंकड़ों के विश्लेषण में प्रयोग होता है जहाँ पर देखा जाता है कि उतार-चढ़ाव समय के साथ स्थिर नहीं रहते, ________ ___ ______ _____ ______ ___ ____ _____.
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ARCH (Autoregressive Conditional Heteroskedasticity) प्रतिमान का विकास रॉबर्ट एंगल ने 1982 में किया था ताकि समय श्रंखला आंकड़ों में पाए जाने वाले वोलाटिलिटी क्लस्टरिंग (volatility clustering) की समस्या को समझा जा सके। यह प्रतिमान मुख्यतः वित्तीय आंकड़ों के विश्लेषण में प्रयोग होता है जहाँ पर देखा जाता है कि उतार-चढ़ाव समय के साथ स्थिर नहीं रहते, ________ ___ ______ _____ ______ ___ ____ _____.
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