Threshold Arch Models and Asymmetries in Volatility R. Rabemananjara and J. M. Zakoian Journal of Applied Econometrics, Vol. 8, No. 1 (Jan. - Mar., 1993), pp. 31-49
(article consists of 19 pages) http://www.jstor.org/pss/2285109

Threshold Arch Models and Asymmetries in Volatility R. Rabemananjara and J. M. Zakoian Journal of Applied Econometrics, Vol. 8, No. 1 (Jan. - Mar., 1993), pp. 31-49
(article consists of 19 pages) Published by: John Wiley & Sons http://www.jstor.org/pss/2285109
Threshold heteroskedastic models
Journal of Economic Dynamics and Control
Volume 18, Issue 5, September 1994, Pages 931-955
http://www.sciencedirect.com/science/article/B6V85-45KNJXW-K/2/ca2223c6557ed023cf79d582297122f1