The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
Year of publication: |
2005-08-18
|
---|---|
Authors: | Korenok, Oleg ; Radchenko, Stanislav |
Institutions: | EconWPA |
Subject: | target zone | oil price | exchange rate | stochastic volatility | griddy Gibbs | smooth transition |
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