Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Testing for threshold autoregression
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+Testing and Modeling Threshold Autoregressive Processes
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+Testing for threshold autoregression with conditional heteroscedasticity
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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