@article{201912.0163, doi = {10.20944/preprints201912.0163.v4}, url = {https://doi.org/10.20944/preprints201912.0163.v4}, year = 2020, month = {September}, publisher = {Preprints}, author = {Sebastian Kühnert}, title = {Functional ARCH and GARCH Models: A Yule-Walker Approach}, journal = {Preprints} }