HIGHLIGHTS
- who: Diego Chu00e1vez and colleagues from the Instituto Estadu00edstica, Facultad Ciencias, Universidad Valparau00edso, Valparau00edso , have published the paper: A Threshold GARCH Model for Chilean Economic Uncertainty, in the Journal: (JOURNAL)
- what: In this paper, we modeled Chilean economic perception time series using three kinds of models.
- how: In this paper an autoregressive moving average (ARMA) model with generalized autoregressive conditional heteroscedasticity (TGARCH) innovations is considered to model Chilean economic uncertainty time series. The survey developed in_(Acuu00f1a 2017) considered the main sector of Chile`s economy in g j.
- future: An . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.