When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.
Norio WATANABE and Fumiaki OKIHARA 6.1 Introduction 91 6.2 The model 92 6.2.1 Trend model 92 6.2.2 Intervention GARCH model 93 6.3 Identification 96 6.4 Simulation 96 6.4.1 Simulation on trend model 96 6.4.2 Simulation on intervention trend model 98 6.5 Application 98 6.6 Concluding remarks 102 6.7 References 103 Chapter 7 A Note on the Linear Approximation of TAR Models 105.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.