Title of article :
Absorption of shocks in nonlinear autoregressive models
Author/Authors :
Dick van Dijk، نويسنده , , Philip Hans Franses، نويسنده , , H. Peter Boswijk، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Regime-switching models , Asymmetry , Impulse Response , half-life
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
