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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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The European monetary system : a flexible disciplinary device
Vitale, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000961100
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812