The application review of GARCH model

Jie Xu*, Zhigang Zhang, Lutao Zhao, Dongmei Ai

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Citations (Scopus)

Abstract

There are some volatility clustering in the time series, especially in the financial time series, from the proposition of ARCH model to the later development and reproduction, it has resolved many such problems in a lot of fields extensive involves: funds, stock prices, futures, crude oil prices, GDP, foreign exchange administration in bank, inflation rate, foreign exchange rate, etc. This paper mainly introduces the huge development system of GARCH family and reviews their applications.

Original languageEnglish
Title of host publication2011 International Conference on Multimedia Technology, ICMT 2011
Pages2658-2662
Number of pages5
DOIs
Publication statusPublished - 2011
Externally publishedYes
Event2nd International Conference on Multimedia Technology, ICMT 2011 - Hangzhou, China
Duration: 26 Jul 201128 Jul 2011

Publication series

Name2011 International Conference on Multimedia Technology, ICMT 2011

Conference

Conference2nd International Conference on Multimedia Technology, ICMT 2011
Country/TerritoryChina
CityHangzhou
Period26/07/1128/07/11

Keywords

  • CARCH
  • GARCH
  • IGARCH
  • TGARCH

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