A class of threshold autoregressive conditional heteroscedastic models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2011
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2011.v4.n2.a10