@InProceedings{katsiampa:OASIcs.SCOR.2014.34,
  author =	{Katsiampa, Paraskevi},
  title =	{{A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications}},
  booktitle =	{4th Student Conference on Operational Research},
  pages =	{34--51},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-939897-67-5},
  ISSN =	{2190-6807},
  year =	{2014},
  volume =	{37},
  editor =	{Crespo Del Granado, Pedro and Joyce-Moniz, Martim and Ravizza, Stefan},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/OASIcs.SCOR.2014.34},
  URN =		{urn:nbn:de:0030-drops-46683},
  doi =		{10.4230/OASIcs.SCOR.2014.34},
  annote =	{Keywords: Nonlinear time series, ExpAR-ARCH model, ExpAR-GARCH model}
}