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      Functional Generalized Autoregressive Conditional Heteroskedasticity : FUNCTIONAL GARCH

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Time Series Analysis
      Publisher: Wiley-Blackwell

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          Generalized autoregressive conditional heteroskedasticity

          Tim Bollerslev (1986)
          Article 0 comments Cited 1552 times – based on 0 reviews     Review now
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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

            Robert F. Engle (1982)
            Article 0 comments Cited 1422 times – based on 0 reviews     Review now
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              Dynamic Conditional Correlation

              Robert F. Engle (2002)
              Article 0 comments Cited 530 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Time Series Analysis
                Abbreviated Title: J. Time Ser. Anal.
                Publisher: Wiley-Blackwell
                ISSN: 01439782
                Publication date Created: January 2017
                Publication date (Print): January 27 2017
                Volume: 38
                Issue: 1
                Pages: 3-21
                Article
                DOI: 10.1111/jtsa.12192
                SO-VID: 8398f94d-5a4c-406f-8132-aa5b7dcb441e
                Copyright © © 2017
                License:

                http://doi.wiley.com/10.1002/tdm_license_1

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