Flexible Threshold Models for Modelling Interest Rate Volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Dellaportas, Petros ; Denison, David G.T. ; Holmes, Chris |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 26.2007, 2, p. 419-438
|