Asymmetric nonlinear smooth transition GARCH models

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Original languageEnglish
Title of host publicationNonlinear time series analysis of economic and financial data
Place of PublicationBoston USA
PublisherSpringer (Kluwer Academic Publishers - Biomedical Engineering Society (BMES))
Pages191 - 207
Number of pages17
ISBN (Print)0-7923-8379-6
Publication statusPublished - 1999

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