Smooth-Transition GARCH Models
Year of publication: |
1998
|
---|---|
Authors: | González-Rivera, Gloria |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 3.1998, 2
|
Publisher: |
De Gruyter |
Subject: | GARCH | leverage effect | news-impact curve | smooth transition | threshold |
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