Open AccessARCH and GARCH Models
Author(s) -
Torben G. Andersen,
Tim Bollerslev,
Ali S. Hadi
Publication year - 2014
Publication title -
wiley statsref: statistics reference online
Language(s) - English
Resource type - Reports
DOI - 10.1002/9781118445112.stat03491
Subject(s) - volatility clustering , econometrics , autoregressive conditional heteroskedasticity , economics , series (stratigraphy) , stock market index , volatility (finance) , arch , financial market , unit root , time series , liberian dollar , stock market , financial economics , finance , mathematics , statistics , geography , paleontology , context (archaeology) , archaeology , biology
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