Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2006
mentioned, and various extensions of the standard GARCH model are highlighted. This includes the Exponential GARCH model …An Introduction to Univariate GARCH
Models
Timo Ter�svirta
School of Economics and Management
University of Aarhus … standard Generalized ARCH model are high-
lighted. This includes the Exponential GARCH model. Stochastic
volatility models …