Threshold heteroskedastic models (Q5906561)

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scientific article; zbMATH DE number 617315
Language Label Description Also known as
English
Threshold heteroskedastic models
scientific article; zbMATH DE number 617315

    Statements

    title
    Threshold heteroskedastic models (English)
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    publication date
    10 August 1994
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    zbMATH Keywords
    asymmetries in volatility
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    stationarity conditions
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62P20
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    91B62
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    zbMATH DE Number
    617315
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    OpenAlex ID
    W2013109882
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