starvars

MaRDI QIDQ116352CRANFDO

Authors Eduardo Rossi, Andrea Bucci, Giulio Palomba

Last update 17 January 2022

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.1.10

Cites work

• Thresholds and Smooth Transitions in Vector Autoregressive Models
• The distribution of realized stock return volatility

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