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Practical Issues in the Analysis of Univariate GARCH Models

2009196 citationsBook Chapter

Authors

Eric Zivot · University of Washington

Topics & Keywords

Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

Publication Details

DOI: 10.1007/978-3-540-71297-8_5

Field-Weighted Citation Impact: 35.80

Practical Issues in the Analysis of Univariate GARCH Models | Researchclopedia