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Threshold Arch Models and Asymmetries in Volatility R. Rabemananjara and J. M. Zakoian Journal of Applied Econometrics, Vol. 8, No. 1 (Jan. - Mar., 1993), pp. 31-49
(article consists of 19 pages) http://www.jstor.org/pss/2285109

Threshold Arch Models and Asymmetries in Volatility R. Rabemananjara and J. M. Zakoian Journal of Applied Econometrics, Vol. 8, No. 1 (Jan. - Mar., 1993), pp. 31-49
(article consists of 19 pages) Published by: John Wiley & Sons http://www.jstor.org/pss/2285109
Threshold heteroskedastic models
Journal of Economic Dynamics and Control
Volume 18, Issue 5, September 1994, Pages 931-955
http://www.sciencedirect.com/science/article/B6V85-45KNJXW-K/2/ca2223c6557ed023cf79d582297122f1

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关键词：求助英文文献 英文文献 econometrics asymmetries Econometric 求助 文献 英文

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Threshold heteroskedastic models
Threshold heteroskedastic models.pdf (1.22 MB)

2009-12-17 12:58:13 上传

shmilyzhaoxin 发表于 2009-12-17 12:51
第三篇来了
Threshold heteroskedastic models

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