<p>3. Conditional Heteroscedastic Models 79<br/>3.1 Characteristics of Volatility, 80<br/>3.2 Structure of a Model, 81<br/>3.3 The ARCH Model, 82<br/>3.4 The GARCH Model, 93<br/>3.5 The Integrated GARCH Model, 100<br/>3.6 The GARCH-M Model, 101<br/>3.7 The Exponential GARCH Model, 102</p><p>3.8 The CHARMA Model, 107<br/>3.9 Random Coefficient Autoregressive Models, 109<br/>3.10 The Stochastic Volatility Model, 110<br/>3.11 The Long-Memory Stochastic Volatility Model, 110<br/>3.12 An Alternative Approach, 112<br/>3.13 Application, 114<br/>3.14 Kurtosis of GARCH Models, 118</p><p><br/></p>

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