The top documents tagged [linear garch]

Arch+and+Garch+Models

Arch+and+Garch+Models

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NEW FRONTIERS FOR ARCH MODELS Prepared for Conference on Volatility Modeling and Forecasting Perth, Australia, September 2001 Robert Engle UCSD and NYU.

NEW FRONTIERS FOR ARCH MODELS Prepared for Conference on Volatility Modeling and Forecasting Perth, Australia, September 2001 Robert Engle UCSD and NYU.

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