Bouoiyour, Jamal; Selmi, Refk - In: Economics Bulletin 34 (2014) 1, pp. 220-233
exports in Morocco and Tunisia. To this end, we propose a novel model Component with Multiple Threshold-GARCH (CMT-GARCH) that … extends Weighted-GARCH of Bauwens and Storti (2008). Our results clearly show a positive and significant connection between …