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Applied Economics Letters Volume 1, 1994 - Issue 11
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Original Articles

A note regarding ARCH and threshold processes: results from a Monte Carlo study

Gregory E. Goering
&
Michael K. Pippenger
Pages 210-213 | Published online: 05 Oct 2010

Citations (3)

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Read on this site (2)

Michael K. Pippenger & Gregory E. Goering. (2000) Additional results on the power of unit root and cointegration tests under threshold processes. Applied Economics Letters 7:10, pages 641-644.
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Michael Pippenger & John M. Geppert. (1997) Testing purchasing power parity in the presence of transaction costs. Applied Economics Letters 4:10, pages 611-614.
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Articles from other publishers (1)

David M. Robinson. (1998) Nonlinear Dependence, Asymmetry and Thresholds in Australian Futures Markets. IFAC Proceedings Volumes 31:16, pages 333-340.
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