Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317)

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Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models
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    Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (English)
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    author
    Daren B. H. Cline
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    publication date
    18 June 2008
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    zbMATH DE Number
    5290228
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