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Vector Logistic Smooth Transition Models Estimation and Prediction

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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