Narrow search
Showing 1 - 5 of 5
Cover Image
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
Cover Image
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - In: Journal of econometrics 101 (2001) 2, pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Cover Image
Threshold heteroskedastic models
Zakoïan, Jean-Michel - In: Journal of economic dynamics & control 18 (1994) 5, pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Cover Image
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el - 1996
Persistent link: https://www.econbiz.de/10000936580
Cover Image
Threshold arch models and asymmetries in volatility
Rabemananjara, R. - In: Journal of applied econometrics 8 (1993) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10001139585