Work

GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics

Year: 2001

Type: article

Source: The Journal of Economic Perspectives

DOI: 10.1257/jep.15.4.157

Author: Robert Engle

Institutions: University of California San Diego, New York University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2122016003

FWCI: 15.86

Cites: 14

Cited by: 1,217

Related to: 10