Estimation and tests for power-transformed and threshold GARCH models
| Year of publication: |
2008
|
|---|---|
| Authors: | Pan, Jiazhu ; Wang, Hui ; Tong, Howell |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 142.2008, 1, p. 352-378
|