Threshold heteroskedastic models (Q5894596)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Threshold heteroskedastic models |
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)
0 references
27 February 1997
0 references
GARCH models
0 references
Asymmetries in volatility
0 references
Stationarity
0 references
