
Threshold Approaches to Asymmetric Models for Heteroscedastic Time Series
Author(s) -
Sun Young Hwang,
Kim Tae Yoon
Publication year - 2016
Publication title -
quantitative bio-science
Language(s) - English
Resource type - Journals
eISSN - 2508-7185
pISSN - 2288-1344
DOI - 10.22283/qbs.2016.35.2.37
Subject(s) - heteroscedasticity , series (stratigraphy) , econometrics , computer science , mathematics , geology , paleontology