For example, the econometrician might discover that the variance of the data (how much individual values in a series differ from the overall average) is changing over time. The main tool of ...

This article describes the use of OLS regression analysis to build a ... leading to an idiosyncratic amount of volatility. Econometric models may be more attractive to traders/investors who ...

Investopedia / Julie Bang The generalized autoregressive conditional heteroskedasticity (GARCH) process is an econometric term ... A simple regression model does not account for this variation ...

For example, the econometrician might discover that the variance of the data (how much individual values in a series differ from the overall average) is changing over time. The main tool of ...