%0 Journal Article %1 Zakoian1994 %A Zakoian, Jean-Michel %D 1994 %J Journal of Economic Dynamics and Control %K GARCH models %N 5 %P 931--955 %T Threshold heteroskedastic models %U http://www.sciencedirect.com/science/article/B6V85-45KNJXW-K/1/9d26c39bd74f14c8d836be8a062b5a8e %V 18

@article{Zakoian1994, added-at = {2008-04-22T15:17:45.000+0200}, author = {Zakoian, Jean-Michel}, biburl = {https://www.bibsonomy.org/bibtex/26cf6df952eb5e76dbd69527f373b5a69/smicha}, interhash = {672f0afa93697bc0ffc45da73cad3b27}, intrahash = {6cf6df952eb5e76dbd69527f373b5a69}, journal = {Journal of Economic Dynamics and Control}, keywords = {GARCH models}, month = Sep, number = 5, pages = {931--955}, timestamp = {2008-04-22T15:34:40.000+0200}, title = {Threshold heteroskedastic models}, url = {http://www.sciencedirect.com/science/article/B6V85-45KNJXW-K/1/9d26c39bd74f14c8d836be8a062b5a8e}, volume = 18, year = 1994 }