Persistent-threshold-GARCH processes: model and application
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Publication:1012221
DOI10.1016/j.spl.2008.11.018zbMath1158.62056MaRDI QIDQ1012221
Publication date: 15 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.11.018
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