TY - CONF T1 - A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications JO - OpenAccess Series in Informatics PY - 2014/01/01 AU - Katsiampa P ED - DO - DOI: 10.4230/OASIcs.SCOR.2014.34 SN - 9783939897675 VL - 37 SP - 34 EP - 51 Y2 - 2024/12/26 ER -