On a threshold heteroscedastic model
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Cathy W.S. ; So, Mike K.P. |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 22.2006, 1, p. 73-89
|
| Publisher: |
Elsevier |