Department of Economics and Business Economics

Nonlinear models for autoregressive conditional heteroskedasticity

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

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
Pages49-69
Chapter2
ISBN (print)978-0-470-87521-2
StatePublished - 2012
SeriesWiley Handbooks in Financial Engineering and Econometrics

See relations at Aarhus University Citationformats

ID: 43918726