Asymmetric nonlinear smooth transition GARCH models

Heather M Anderson; Kiseok Nam; Farshid Vahid

Asymmetric nonlinear smooth transition GARCH models

Heather M Anderson, Kiseok Nam, Farshid Vahid

Econometrics & Business Statistics

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
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

Cite this

@inbook{38d9f00b93d148f69d1382b4c57ef8ff,

title = "Asymmetric nonlinear smooth transition GARCH models",

author = "Anderson, {Heather M} and Kiseok Nam and Farshid Vahid",

year = "1999",

language = "English",

isbn = "0-7923-8379-6",

pages = "191 -- 207",

booktitle = "Nonlinear time series analysis of economic and financial data",

publisher = "Springer (Kluwer Academic Publishers - Biomedical Engineering Society (BMES))",

}

Asymmetric nonlinear smooth transition GARCH models. / Anderson, Heather M; Nam, Kiseok; Vahid, Farshid.

Nonlinear time series analysis of economic and financial data. Boston USA : Springer (Kluwer Academic Publishers - Biomedical Engineering Society (BMES)), 1999. p. 191 - 207.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

TY - CHAP

T1 - Asymmetric nonlinear smooth transition GARCH models

AU - Anderson, Heather M

AU - Nam, Kiseok

AU - Vahid, Farshid

PY - 1999

Y1 - 1999

M3 - Chapter (Book)

SN - 0-7923-8379-6

SP - 191

EP - 207

BT - Nonlinear time series analysis of economic and financial data

PB - Springer (Kluwer Academic Publishers - Biomedical Engineering Society (BMES))

CY - Boston USA

ER -