What does GARCH stand for?

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APA style: GARCH. (n.d.) Acronym Finder. (2012). Retrieved May 30 2012 from <a href="http://www.acronymfinder.com/Generalized-Autoregressive-Conditional-Heteroskedasticity-(GARCH).html">http://www.acronymfinder.com/Generalized-Autoregressive-Conditional-Heteroskedasticity-(GARCH).html

Generalized Autoregressive Conditional Heteroskedasticity

This definition appears very rarely

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Samples in periodicals archive:

We propose three alternative specifications of expected future beta based on the past information on realized beta using autoregressive, moving average, and generalized autoregressive conditional heteroskedasticity (GARCH)-in-mean models to obtain time-varying conditional betas for each stock.

The conditional beta and the cross-section of expected returns

This is done by estimating a two-variable vector autoregression (VAR) model in which it is assumed that the disturbances follow a bivariate generalized autoregressive conditional heteroskedasticity (GARCH) process.

The correlation between shocks to output and the price level: ...