Calin, Adrian Cantemir; Diaconescu, Tiberiu; Popovici, … - In: Computational Methods in Social Sciences (CMSS) 2 (2014) 1, pp. 42-47
This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.
