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Company B. If / Lucent Technologies / Bollerslev / / Currency DEM / / Facility Theoretical Physics Swiss Federal Institute of Technology / Czech Republic Institute of Computer Science / PORT Mathematical Subroutine Library / ARCH Normal Quantiles / ARCH Model / / IndustryTerm backward shift operator / stationary solution / diagnostic analysis tools / computational finance / software implementation / software packages / financial applications / software environments / sequential quadratic programming algorithm / software implementations / statistical software packages / / MarketIndex FCP / DEMGBP / / Organization Czech Republic Institute of Computer Science / Swiss Federal Institute of Technology / Zurich / Academy of Sciences / / Product GARCH / / ProgrammingLanguage R / Fortran / TSP / / PublishedMedium the DEMGBP daily / Journal of Statistical Software / / Technology alpha / sequential quadratic programming algorithm / / URL http / SocialTag 
ARMA Models with GARCH/APARCH Errors