Glossary to ARCH (GARCH)

Volatility and Time Series Econometrics: Essays in Honor of Robert Engle

Volumn , Issue , 2010, Pages

  Tim, Bollerslev ^a  

^a NONE

Author keywords

ARCH acronyms; ARCH model; Glossary; Robert engle

Indexed keywords

EID: 84920105554     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1093/acprof:oso/9780199549498.003.0008     Document Type: Chapter

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