Teräsvirta, Timo (contributor) - 2006
mentioned, and various extensions of the standard GARCH model are highlighted. This includes the Exponential GARCH model …. Stochastic volatility models remain outside this review. -- ARCH ; conditional heteroskedasticity ; GARCH; nonlinear GARCH …An Introduction to Univariate GARCH
Models
Timo Ter�svirta
School of Economics and Management
University of Aarhus …