Smooth-Transition GARCH Models
Year of publication: |
2007
|
---|---|
Authors: | González-Rivera, Gloria |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 3.2007, 2, p. 61-78
|
Publisher: |
Berkeley Electronic Press |
Subject: | GARCH | leverage effect | news-impact curve | smooth transition | threshold |
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