Browsing Conference papers by Author "Giannopoulos, Kostas"

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  • GARCH models in Risk Management. MEASURING VOLATILITY 

    Giannopoulos, Kostas (Butterworth Heinemann, 2000-02)
    Abstract The objective of this chapter is to examine the ARCH family of volatility models and its use in risk analysis and measurement. An overview of unconditional and conditional volatility models is provided. The former ...