Generalized Least Squares ultimate, care, anything, multiple, procedure

bigredhockey55

While reviewing Schweser quant stuff, I read how generalized least squares can be used to correct for Autoreggressive Conditional Heteroskedacticity (yes, the ultimate word to use as a pickup line), and that it is the 'same procedure used to correct for heteroskedacticity"....

...so I flip to the multiple regression area and I cannot find anything on generealized least squares...just White standard errors...

Anybody care to explain what these generalized least squares are? Thanks. Hopefully I am not missing it somewhere obvious...