Standard Article

ARCH and GARCH Models

  1. Torben Andersen1,
  2. Tim Bollerslev2,
  3. Ali Hadi3

Published Online: 15 NOV 2010

DOI: 10.1002/0471667196.ess0592.pub3

Encyclopedia of Statistical Sciences

Encyclopedia of Statistical Sciences

How to Cite

Andersen, T., Bollerslev, T. and Hadi, A. 2010. ARCH and GARCH Models. Encyclopedia of Statistical Sciences. 1–11.

Author Information

  1. 1

    Northwestern University

  2. 2

    Duke University

  3. 3

    American University in Cairo

Publication History

  1. Published Online: 15 NOV 2010

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