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. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 15.2000, 1, p. 5-20
|