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Autoregression and ARCH GARCH models

  1. Jan 4, 2013 #1
    Hello guys, I need to understand the ARCH and GARCH models and so I need some advice on where I should begin my study. In order to understand ARCH models, am I right to begin with studying autoregression? If so can you guys provide me with a link or book I should look into...

    By the way, I have a masters degree in Mathematics and Physics, but I have not covered any statistics in my degree. This shouldn't be a problem, I don't think, because I know the basics of stats and probability.

  2. jcsd
  3. Jan 4, 2013 #2


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  4. Jan 5, 2013 #3
    Thanks Ill check that out
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