Lanne, Markku and Saikkonen, Pentti <br/><br/>
Non linear GARCH models for highly persistent volatility 
 J5710  2005 

 -  2005 
 - 251-276  V.  08  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Non linearity;GARCH;Stationarity;Markov Chain;