ARCH and Bilinear Time Series Models: Comparison and Combination

• 1 January 1986
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 4  (1) , 59
• https://doi.org/10.2307/1391387

Abstract

Keywords

• TIME SERIES
• BILINEAR TIME
• SERIES MODELS
• ARCH AND BILINEAR
• COMBINATION
• COMPARISON