Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Work
Year: 2008
Type: article
Source: Journal of Econometrics
Author Nikolay Gospodinov
Institution Concordia University
Cites: 39
Cited by: 11
Related to: 10
FWCI: 0.286
Citation percentile (by year/subfield): 81.82
Subfield: Finance
Domain: Social Sciences
Open Access status: closed