Original language | English |
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Title of host publication | Nonlinear time series analysis of economic and financial data |
Place of Publication | Boston USA |
Publisher | Springer (Kluwer Academic Publishers - Biomedical Engineering Society (BMES)) |
Pages | 191 - 207 |
Number of pages | 17 |
ISBN (Print) | 0-7923-8379-6 |
Publication status | Published - 1999 |
Asymmetric nonlinear smooth transition GARCH models
Heather M Anderson, Kiseok Nam, Farshid Vahid
Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review