Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2006
An Introduction to Univariate GARCH
Models
Timo Ter�svirta
School of Economics and Management
University of Aarhus …
Building 1322, DK-8000 Aarhus C
and
Department of Economic Statistics
Stockholm School of Economics
Box 6501, SE-113 83 … Stockholm
SSE/EFI Working Papers in Economics and Finance, No. 646
December 7, 2006
Abstract
This paper contains a survey of …