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
Threshold heteroskedastic models (English)
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10 August 1994
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asymmetries in volatility
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stationarity conditions
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