Work

Asymmetric Nonlinear Smooth Transition Garch Models

Year: 1999

Type: book-chapter

Source: Dynamic modeling and econometrics in economics and finance

DOI: 10.1007/978-1-4615-5129-4_10

Authors: Heather M. Anderson, Kiseok Nam, Farshid Vahid

Institution: Texas A&M University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Monash University

OpenAlex ID: W2239738145

FWCI: 6.386

Cites: 21

Cited by: 96

Related to: 10