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1
by Zivot, Eric, Wang, Jiahui
Published 2003
Springer New York
Table of Contents: “... Root Tests -- Modeling Extreme Values -- Time Series Regression Modeling -- Univariate GARCH Models...”
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2
Published 1999
Springer US
Table of Contents: “... Adjustment Towards Long-Run Money Demand -- 10 Asymmetric Nonlinear Smooth Transition Garch Models -- 11...”
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3
Published 1997
Springer US
Table of Contents: “...One -- Factor-GARCH Modeling of the Treasury Term Structure -- Analyzing a Small French ECM-Model...”
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4
Published 2003
Springer Berlin Heidelberg
Table of Contents: “... Model -- 6.6 GARCH(p,q) Model -- 6.7 Extensions of ARCH Models -- 6.8 Two Examples of Spanish Financial...”
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5
Published 2000
Springer Berlin Heidelberg
Table of Contents: “...-GARCH-M Models -- A New Geometrical Hypothesis for Partitioning and Discriminant Analysis...”
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6
by Hol, Eugenie M.J.H.
Published 2003
Springer US
“... is compared not only to that of the well-established GARCH model but also to implied volatility and so-called...”
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7
by Bauwens, Luc, Giot, Pierre
Published 2001
Springer US
“... more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous...”