Good macroeconomic and financial theorists, like all good theorists, want to get the facts
straight before theorizing; hence, the explosive growth in the methodology and application of …

Recently there has been a great deal of interest in modeling volatility fluctuations. ARCH
models, for example, provide parsimonious approximations to volatility dynamics. Here we …

Many economic and financial time series have been found to exhibit dynamics in variance;
that is, the second moment of the time series innovations varies over time. Many possible …

Good macroeconomic and financial theorists, like all good theorists,, want to get the facts
straight before theorizing; hence, the explosive growth in the methodology and application of …

Many economic and financial time series have been found to exhibit dynamics in variance;
that is, the second moment of the time series innovations varies over time. Many possible …