Contemporaneous-threshold smooth transition GARCH models (Q3081589)
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scientific article; zbMATH DE number 5862878
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| English | Contemporaneous-threshold smooth transition GARCH models |
scientific article; zbMATH DE number 5862878 |
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Contemporaneous-Threshold Smooth Transition GARCH Models (English)
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9 March 2011
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0.8337290287017822
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0.8123098611831665
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0.8101738691329956
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0.809798538684845
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