Bauwens, Luc (ed.) - 2012 - Online-Ausg.
Models -- 1.1 Introduction -- 1.2 GARCH -- 1.2.1 Univariate GARCH -- 1.2.1.1 Structure of GARCH Models -- 1.2.1.2 Early GARCH … Models -- 1.2.1.3 Probability Distributions for zt -- 1.2.1.4 New GARCH Models -- 1.2.1.5 Explanation of Volatility … Clustering -- 1.2.1.6 Literature and Software -- 1.2.1.7 Applications of Univariate GARCH -- 1.2.2 Multivariate GARCH -- 1 …