GARCH model families
Our primary focus in this session is to introduce the large (and ever expanding) family of GARCH models.
The practicals will elaborate more on some of the concepts outlined in this session
For attribution, please cite this work as
Katzke (2024, Sept. 16). Financial Econometrics Course: Univariate Volatility Modeling. Retrieved from https://www.fmx.nfkatzke.com/posts/2020-08-15-theory4/
BibTeX citation
@misc{katzke2024univariate,
author = {Katzke, N.F.},
title = {Financial Econometrics Course: Univariate Volatility Modeling},
url = {https://www.fmx.nfkatzke.com/posts/2020-08-15-theory4/},
year = {2024}
}