Measuring Volatility using Bilinear GARCH Models

Michael Moore, N. Biepke

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	7-10
Number of pages	4
Journal	Investment Analysts Journal
Volume	52
Publication status	Published - Jul 2001

Cite this

@article{869664230bd04cff8123dbfa0c2dc6ef,

title = "Measuring Volatility using Bilinear GARCH Models",

author = "Michael Moore and N. Biepke",

year = "2001",

month = jul,

language = "English",

volume = "52",

pages = "7--10",

journal = "Investment Analysts Journal",

issn = "1029-3523",

publisher = "Investment Analysts Society of Southern Africa",

}