Qualitative threshold ARCH models

Journal of Econometrics

Volumn 52, Issue 1-2, 1992, Pages 159-199

  Gourieroux, Christian ^a,b   Monfort, Alain ^c  

^a CREST   (France)

^b CEPREMAP   (France)

^c Institut National de la Statistique et des etudes economiques   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 27844549943     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(92)90069-4     Document Type: Article

References (32)

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