Arch and Garch
ARCH and GARCH
Hsu, h.p. theory and problems of probability, random variables and random processes (schaum, 1997)
Presented by: Habiba Al-Mughairi School of Social Sciences Brunel University 1.
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203605060515Econometrics Ch12 Gujarati Edited
1 Ka-fu Wong University of Hong Kong Volatility Measurement, Modeling, and Forecasting.
405 ECONOMETRICS Chapter # 11: HETEROSCEDASTICITY: WHAT HAPPENS IF THE ERROR VARIANCE IS NONCONSTANT? Domodar N. Gujarati Prof. M. El-Sakka Dept of Economics.
Presented by: Habiba Al- Mughairi School of Social Sciences Brunel University
Chapter 14 Time-Varying Volatility and ARCH Models
