Insert here your own graphics (contents.tex)
Impressum
13 Time Series with Stochastic Volatility
13.1 ARCH and GARCH Models
13.2 Extensions of the GARCH Model
13.3 Multivariate GARCH models
13.3.1 The Vec Specification
13.3.2 Die BEKK Spezifikation
13.3.3 The CCC model
13.3.4 An empirical illustration
13.4 Recommended Literature