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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    title
    Asymmetric GARCH processes featuring both threshold effect and bilinear structure (English)
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    author
    J. Herrera
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    H. S. Yoon
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    publication date
    18 May 2012
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    Mathematics Subject Classification ID
    62M10
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    62P05
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    65C60
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    zbMATH DE Number
    6036260
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    zbMATH Keywords
    asymmetric volatility
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    bilinear GARCH
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    threshold GARCH
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    OpenAlex ID
    W1982654364
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