Smooth Transition ARCH Models: Estimation and Testing.
| Year of publication: |
2000
|
|---|---|
| Authors: | Lee, Junsoo ; Degennaro, Ramon P |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 15.2000, 1, p. 5-20
|
| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542171