Department of Economics and Business Economics

Timo Teräsvirta

Introduction to univariate GARCH models

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

Standard

Introduction to univariate GARCH models. / Teräsvirta, Timo.

Handbook of Financial Time Series. ed. / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin : Springer, 2009. p. 17-42.

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

Harvard

Teräsvirta, T 2009, Introduction to univariate GARCH models. in TG Andersen, RA Davis, J-P Kreiss & T Mikosch (eds), Handbook of Financial Time Series. Springer, Berlin, pp. 17-42.

APA

Teräsvirta, T. (2009). Introduction to univariate GARCH models. In T. G. Andersen, R. A. Davis, J-P. Kreiss, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 17-42). Berlin: Springer.

CBE

Teräsvirta T. 2009. Introduction to univariate GARCH models. Andersen TG, Davis RA, Kreiss J-P, Mikosch T, editors. In Handbook of Financial Time Series. Berlin: Springer. pp. 17-42.

MLA

Teräsvirta, Timo "Introduction to univariate GARCH models"., Andersen, Torben G. and Davis, Richard A. Kreiss, Jens-Peter Mikosch, Thomas (ed.). Handbook of Financial Time Series. Berlin: Springer. 2009. 17-42.

Vancouver

Teräsvirta T. Introduction to univariate GARCH models. In Andersen TG, Davis RA, Kreiss J-P, Mikosch T, editors, Handbook of Financial Time Series. Berlin: Springer. 2009. p. 17-42.

Author

Teräsvirta, Timo. / Introduction to univariate GARCH models. Handbook of Financial Time Series. editor / Torben G. Andersen ; Richard A. Davis ; Jens-Peter Kreiss ; Thomas Mikosch. Berlin : Springer, 2009. pp. 17-42

Bibtex

@inbook{5642d9803fac11de8dc9000ea68e967b,
title = "Introduction to univariate GARCH models",
keywords = "econometrics, quantitative finance",
author = "Timo Ter{\"a}svirta",
year = "2009",
language = "English",
isbn = "978-3-540-71296-1",
pages = "17--42",
editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",
booktitle = "Handbook of Financial Time Series",
publisher = "Springer",

}

RIS

TY - CHAP

T1 - Introduction to univariate GARCH models

AU - Teräsvirta,Timo

PY - 2009

Y1 - 2009

KW - econometrics

KW - quantitative finance

M3 - Book chapter

SN - 978-3-540-71296-1

SP - 17

EP - 42

BT - Handbook of Financial Time Series

PB - Springer

CY - Berlin

ER -