Absorption of shocks in nonlinear autoregressive models
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Publication:1020077
DOI10.1016/j.csda.2006.04.033zbMath1162.62409OpenAlexW2047070308MaRDI QIDQ1020077
Philip Hans Franses, H. Peter Boswijk, Dick van Dijk
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.04.033
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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