Department of Economics and Business Economics

Timo Teräsvirta

Introduction to univariate GARCH models

Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

  • School of Economics and Management
Original languageEnglish
Title of host publicationHandbook of Financial Time Series
EditorsTorben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of publicationBerlin
PublisherSpringer
Publication year2009
Pages17-42
ISBN (print)978-3-540-71296-1
ISBN (Electronic)978-3-540-71297-8
Publication statusPublished - 2009

    Research areas

  • econometrics, quantitative finance

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