9 | Time Series |
9.1 | Time Domain and Frequency Domain |
9.2 | Linear Models |
9.3 | Nonlinear Models |
9.3.1 | Examples of Nonlinear Models |
9.3.2 | Nonlinearity in the Conditional Second Moments |
9.3.3 | Estimating ARCH Models |
9.3.4 | Testing for ARCH |
Bibliography |