ARCH, GARCH, and Volatility E-Course (2nd Edition)

[TomDoan]

The course materials from our e-course on ARCH, GARCH and Volatility Models have now been updated to a 2nd edition. The course materials package includes a 358 page PDF e-book, along with the accompanying example programs, sample data files, and procedures. The workbook and materials are $50.

Order on-line

Preface and Table of Contents

Sample Chapter