Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations
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Publication:1044011
DOI10.1016/j.spl.2009.09.008zbMath1177.62120MaRDI QIDQ1044011
Publication date: 10 December 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.008
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