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Time Series Econometrics

Overview of attention for book
Cover of 'Time Series Econometrics'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Modelling Stationary Time Series: the ARMA Approach
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    Chapter 3 Non-stationary Time Series: Differencing and ARIMA Modelling
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    Chapter 4 Unit Roots and Related Topics
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    Chapter 5 Modelling Volatility using GARCH Processes
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    Chapter 6 Forecasting with Univariate Models
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    Chapter 7 Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
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    Chapter 8 Cointegration in Single Equations
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    Chapter 9 Cointegration in Systems of Equations
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    Chapter 10 Extensions and Developments
Attention for Chapter 5: Modelling Volatility using GARCH Processes
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Chapter title
Modelling Volatility using GARCH Processes
Chapter number 5
Book title
Time Series Econometrics
Published by
Palgrave Macmillan, London, January 2015
DOI 10.1057/9781137525338_5
Book ISBNs
978-1-349-57909-9, 978-1-137-52533-8
Authors

Terence C. Mills

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