Threshold heteroskedastic models (Q5894596)

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scientific article; zbMATH DE number 983617
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Threshold heteroskedastic models
scientific article; zbMATH DE number 983617

    Statements

    title
    Threshold heteroskedastic models (English)
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    publication date
    27 February 1997
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    zbMATH Keywords
    GARCH models
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    Asymmetries in volatility
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    Stationarity
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    Identifiers

    zbMATH DE Number
    983617
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    OpenAlex ID
    W2013109882
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