Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142)
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scientific article; zbMATH DE number 6036260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric GARCH processes featuring both threshold effect and bilinear structure |
scientific article; zbMATH DE number 6036260 |
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Asymmetric GARCH processes featuring both threshold effect and bilinear structure (English)
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18 May 2012
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asymmetric volatility
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bilinear GARCH
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threshold GARCH
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