Taking Variance Seriously: Visualizing the Statistical and Substantive Significance of ARCH-GARCH Models
Abstract
This is the final version as it appears for the citation: Benton, Allyson L., Soren Jordan, and Andrew Q. Philips. 2026. ``Taking Variance Seriously: Visualizing the Statistical and Substantive Significance of ARCH-GARCH Models.'' The Journal of Politics 88 (1): 18-35. DOI: 10.1086/734275 The page numbers here are consistent with the published version. Corresponding author: Andrew Q. Philips (andrew.philips@colorado.edu).
Fields of Study & Subjects
Financial Risk and Volatility Modeling
Spatial and Panel Data Analysis
Market Dynamics and Volatility
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 9 January 2026