Work

Glossary to ARCH (GARCH)

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1263250

Author: Tim Bollerslev

Institutions: National Bureau of Economic Research, Duke University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2104798680

Cites: 180

Cited by: 172

Related to: 10