Threshold heteroskedastic models

DOI10.1016/0165-1889(94)90039-6zbMath0806.90018OpenAlexW2013109882MaRDI QIDQ5906561

Publication date: 10 August 1994

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

zbMATH Keywords

stationarity conditions asymmetries in volatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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