Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142): Difference between revisions
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| Property / author | |||
| Property / author: H. S. Yoon / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6036260 / rank | |||
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| Property / zbMATH Keywords | |||
asymmetric volatility | |||
| Property / zbMATH Keywords: asymmetric volatility / rank | |||
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bilinear GARCH | |||
| Property / zbMATH Keywords: bilinear GARCH / rank | |||
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threshold GARCH | |||
| Property / zbMATH Keywords: threshold GARCH / rank | |||
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Revision as of 21:17, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric GARCH processes featuring both threshold effect and bilinear structure |
scientific article |
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Asymmetric GARCH processes featuring both threshold effect and bilinear structure (English)
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18 May 2012
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asymmetric volatility
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bilinear GARCH
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threshold GARCH
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