Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142)
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scientific article; zbMATH DE number 6036260
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| English | Asymmetric GARCH processes featuring both threshold effect and bilinear structure |
scientific article; zbMATH DE number 6036260 |
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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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0.8256386518478394
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0.8086753487586975
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0.8041823506355286
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0.7933369874954224
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