Chapter 3 introduce ARCH model originated by Engle,GARCH model,GARCH- M model and asymmetric ARCH model involves TARCH and EARCH.

• 第三部分介绍了Engle的ARCH模型及以其为基础发展而来的GARCH模型，GARCH-M模型以及非对称的TARCH和EARCH模型。