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      Handbook of Financial Time Series 

      Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes

      Springer Berlin Heidelberg

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          Most cited references 36

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          Generalized autoregressive conditional heteroskedasticity

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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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              Conditional Heteroskedasticity in Asset Returns: A New Approach

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                Author and book information

                Book
                978-3-540-71296-1
                978-3-540-71297-8
                2009
                10.1007/978-3-540-71297-8
                Book Chapter
                2009
                February 10 2009
                : 43-69
                10.1007/978-3-540-71297-8_2

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