Scholars@Duke publication: ARCH and GARCH Models

Encyclopedia of Statistical Sciences

ARCH and GARCH Models

Publication , Chapter

Andersen, TG; Bollerslev, T

January 1, 2004

Published version (DOI)

Duke Scholars

Author Tim Bollerslev Economics

DOI

10.1002/0471667196.ess0592

Publication Date

January 1, 2004

Citation

APA

Chicago

ICMJE

MLA

NLM

Andersen, T. G., & Bollerslev, T. (2004). ARCH and GARCH Models. In Encyclopedia of Statistical Sciences. https://doi.org/10.1002/0471667196.ess0592

Andersen, T. G., and T. Bollerslev. “ARCH and GARCH Models.” In Encyclopedia of Statistical Sciences, 2004. https://doi.org/10.1002/0471667196.ess0592.

Andersen TG, Bollerslev T. ARCH and GARCH Models. In: Encyclopedia of Statistical Sciences. 2004.

Andersen, T. G., and T. Bollerslev. “ARCH and GARCH Models.” Encyclopedia of Statistical Sciences, 2004. Scopus, doi:10.1002/0471667196.ess0592.

Andersen TG, Bollerslev T. ARCH and GARCH Models. Encyclopedia of Statistical Sciences. 2004.

DOI

10.1002/0471667196.ess0592

Publication Date

January 1, 2004