Skip to main content
Book Chapter

GARCH Modeling

  • Hafner C
Springer New York, (2009), 464-483
DOI: 10.1007/978-1-4419-7701-4_26
N/ACitations
Citations of this article
15Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Glossary Definition of the Subject Introduction Properties of the GARCH(1,1) Model Estimation and Inference Testing for ARCH Asymmetry, Long Memory, GARCH-in-Mean Non- and Semi-parametric Models Multivariate GARCH Models Stochastic Volatility Aggregation Future...

Cite

CITATION STYLE

APA

Hafner, C. M. (2009). GARCH Modeling. In Complex Systems in Finance and Econometrics (pp. 464–483). Springer New York. https://doi.org/10.1007/978-1-4419-7701-4_26

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free