Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations |
scientific article |
Statements
Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (English)
0 references
10 December 2009
0 references
0 references
0 references
0 references
