Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Chapter 49 Arch models

1994884 citationsBook Chapter

Authors

Tim Bollerslev · Northwestern University

Robert F. Engle · University of California, San Diego

Daniel B. Nelson · University of Chicago

Topics & Keywords

Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

Publication Details

Published in: Handbook of econometrics

DOI: 10.1016/s1573-4412(05)80018-2

Field-Weighted Citation Impact: 21.75

Chapter 49 Arch models | Researchclopedia