MPG.eBooks - Search Results - ((garches OR garces) or arches)

1

by Guidolin, Massimo, Pedio, Manuela
Published 2018

Academic Press, an imprint of Elsevier

Table of Contents: “... Models, ARCH and GARCH; Abstract; 5.1 Stylized Facts and Preliminaries; 5.2 Simple Univariate Parametric...”

2

by Mirakhor, Abbas
Published 2014

Wiley

Table of Contents: “...: Theory and Applications -- Modeling Volatility: ARCH-GARCH Models -- Asset Pricing under Uncertainty...”

3

by Daróczi, Gergely
Published 2013

Packt Publishing

Table of Contents: “...; Volatility forecasting for risk management; Testing for ARCH effects; GARCH model specification; GARCH model...”

4

by Ruttiens, Alain
Published 2013

Wiley

Table of Contents: “...; 9.5 THE ARCH PROCESS; 9.6 THE GARCH PROCESS....”