Threshold heteroskedastic models (Q5894596): Difference between revisions
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Latest revision as of 14:28, 19 March 2024
scientific article; zbMATH DE number 983617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold heteroskedastic models |
scientific article; zbMATH DE number 983617 |
Statements
Threshold heteroskedastic models (English)
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27 February 1997
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GARCH models
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Asymmetries in volatility
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Stationarity
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