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Output details

18 - Economics and Econometrics

Birkbeck College

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Article title

Contemporaneous-threshold smooth transition GARCH models

Type
D - Journal article
Title of journal
Studies in Nonlinear Dynamics & Econometrics
Article number
1
Volume number
15
Issue number
2
First page of article
n/a
ISSN of journal
1081-1826
Year of publication
2011
Number of additional authors
3
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Citation count
0
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-