TY  - CONF

T1  - A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications

JO  - OpenAccess Series in Informatics

PY  - 2014/01/01

AU  - Katsiampa P

ED  - 

DO  - DOI: 10.4230/OASIcs.SCOR.2014.34

SN  - 9783939897675

VL  - 37

SP  - 34

EP  - 51

Y2  - 2024/09/20

ER  -