Modeling Threshold Conditional Heteroscedasticity with Regime-Dependent Skewness and Kurtosis

Year of publication:	2011-06-17
Authors:	Cheng, X ; Li, WK ; Yu, PLH ; Zhou, X ; Wang, C ; Lo, PH
Publisher:	Elsevier.

Type of publication:	Article
Language:	English
Notes:	Computational Statistics and Data Analysis
Source:	BASE

Persistent link: https://www.econbiz.de/10009471491