Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:application |
risk management
modeling financial time series |
| gptkbp:capturedBy |
asymmetric effects in volatility
|
| gptkbp:describes |
volatility clustering
|
| gptkbp:fullName |
gptkb:Threshold_Autoregressive_Conditional_Heteroskedasticity
|
| https://www.w3.org/2000/01/rdf-schema#label |
TARCH
|
| gptkbp:introduced |
gptkb:Glosten
gptkb:Zakoian |
| gptkbp:introducedIn |
1993
|
| gptkbp:relatedTo |
gptkb:GARCH
gptkb:ARCH |
| gptkbp:usedIn |
finance
econometrics |
| gptkbp:bfsParent |
gptkb:ARCH_models
|
| gptkbp:bfsLayer |
6
|