Threshold heteroskedastic models
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Publication:5894596
DOI10.1016/0165-1889(94)90039-6zbMath0875.90197OpenAlexW2013109882MaRDI QIDQ5894596
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)90039-6
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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