期刊名称：Computational Methods in Social Sciences (CMSS)
印刷版ISSN：2344-1232
出版年度：2014
卷号：2
期号：1
页码：42-47
出版社："Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences
摘要：This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.
