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» Arch-Garch Models - Generalized Autoregressive Conditional Heteroskedasticity Model
Arch-Garch Models - Generalized Autoregressive Conditional Heteroskedasticity Model
On
1 Mar, 2014
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admin
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Attachment:
Arch-Garch Models - Generalized Autoregressive Conditional Heteroskedasticity Model.pdf
Resource Type:
Academic Paper
Tags:
Finance
Volatility
Arch-Garch Models
Autoregressive Conditional Heteroskedasticity Model
Autoregressive Conditional Duration
Dynamic Factor Models
Heteroskedasticity
High-frequency Data
Temporal Aggregation
VAR
