Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (Q1044011)
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scientific article; zbMATH DE number 5644994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations |
scientific article; zbMATH DE number 5644994 |
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Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations (English)
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10 December 2009
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