Glossary to ARCH (GARCH)
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Elsevier BV
Reference155 articles.
1. Normal Mixture GARCH(1,1): Applications to Excahnge Rate Modelling;C Alexander;Journal of Applied Econometrics,2006
2. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility;T G Andersen;Journal of Finance,1996
3. ARCH and GARCH Models;T G Andersen;Encyclopedia of Statistical Sciences,1998
4. Volatility and Correlation Forecasting;T G Andersen;Handbook of Economic Forecasting,2006
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