Published in: OASIcs, Volume 37, 4th Student Conference on Operational Research (2014)
Paraskevi Katsiampa. A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications. In 4th Student Conference on Operational Research. Open Access Series in Informatics (OASIcs), Volume 37, pp. 34-51, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2014)
@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} }
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