On an asymmetric functional-coefficient ARCH-M model
Article in Communications in Nonlinear Science and Numerical Simulation (June 2024)
The most recent citing publications are shown below. View all 715 publications that cite this research output on Dimensions.
Article in Communications in Nonlinear Science and Numerical Simulation (June 2024)
Article in Journal of the Royal Statistical Society Series B (Statistical Methodology) (May 2024)
Article in Journal of Systems Science and Complexity (April 2024)