Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / US Federal Reserve / Board of Governors / Division of International Finance / /
Person
Autoregressive Conditional Heteroscedastic / Bt / Chamberlain / Jon W. Tang / Tim Bollerslev / Sentana / George Tauchen / Ravi Bansal / Jon Wongswan / /
Position
univariate GARCH model for the market portfolio volatility / GARCH model / author / King / Governor / writer / Rt Rt / Rt / model of Bollerslev / Diagonal VECH model of Bollerslev / General / R-GARCH model of Gallant and / /