Volatility clustering

#	Item
11	Modelling Financial Risks Fat Tails, Volatility Clustering and Copulae Bernhard Pfaff [removed] Invesco Asset Management Deutschland GmbH, Frankfurt am Main Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2010-05-31 23:14:35 Volatility Financial economics Market risk Finance Economics Financial risk Mathematical finance Invesco
12	Introduction to the rugarch package. (Version[removed]Alexios Ghalanos May 25, 2014 Contents Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 16:22:52 Autoregressive conditional heteroskedasticity Normal distribution Volatility clustering Autoregressive–moving-average model Variance Conditional variance Parameter Economic model Statistics Time series analysis Econometrics
13	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 649 October 1999 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-12-30 10:50:11 Time series analysis Volatility Statistical forecasting Mathematical sciences Tim Bollerslev Analysis Forecasting Periodogram Volatility clustering Mathematical finance Statistics Technical analysis
14	Volatility Clustering with Learning and Model Heterogeneity Daniel Andrei and Michael Hasler Add to Reading List Source URL: www.danielandrei.net Language: English - Date: 2011-03-02 08:00:14 Finance Financial system Mathematical finance Volatility Financial economics