Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142)

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Asymmetric GARCH processes featuring both threshold effect and bilinear structure
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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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