Autoregressive Conditional Heteroscedasticity (ARCH) Models: A Review

By Stavros Degiannakis *, Evdokia Xekalaki. 2004

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c4f60950d3fe2ea70c1f944276a88b06d850327b