Volatility asymmetry in functional threshold GARCH model
| Year of publication: |
2019
|
|---|---|
| Authors: | Sun, Hao ; Yu, Bo |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - 2019 (18.07.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12495 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095006