Timo Teräsvirta

Nonlinear models for autoregressive conditional heteroskedasticity

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationHandbook of volatility models and their applications
EditorsLuc Bauwens, Christian Hafner , Sébastien Laurent
Place of publicationNew York
PublisherJohn Wiley & Sons Ltd
Publication year2012
ISBN (print)978-0-470-87521-2
Publication statusPublished - 2012
SeriesWiley Handbooks in Financial Engineering and Econometrics

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ID: 43918726