On a double-threshold autoregressive heteroscedastic time series model
- 1 May 1996
- journal article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 11 (3) , 253-274
- https://doi.org/10.1002/(sici)1099-1255(199605)11:3<253::aid-jae393>3.0.co;2-8
Abstract
No abstract availableKeywords
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