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Results 1-1 of 1 (Search time: 0.002 seconds).
Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations
Hwang, S. Y.
; Baek, J. S.; Park, J. A.; Choi, M. S.
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Issue Date
2010
Citation
STATISTICS & PROBABILITY LETTERS, v.80, no.1, pp 26 - 33
Publisher
ELSEVIER SCIENCE BV
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Baek, J. S.
1
Park, J. A.
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MODELS
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ENG
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STATISTICS & PROBABILITY LETTERS
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