On buffered threshold GARCH models (Q2828615)

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scientific article; zbMATH DE number 6643458
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On buffered threshold GARCH models
scientific article; zbMATH DE number 6643458

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    26 October 2016
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    buffered threshold model
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    GARCH model
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    QMLE
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    threshold model
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    On buffered threshold GARCH models (English)
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