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Physica A: Statistical Mechanics and its Applications
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The leadership quarterly : LQ ; an international journal of political, social and behavioral science
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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Estimation and tests for power-transformed and threshold GARCH models
Pan, Jiazhu
;
Wang, Hui
;
Tong, Howell
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 352-378
Persistent link: https://www.econbiz.de/10007894506
Saved in:
2
Estimation and test for power-transformed and threshold GARCH models
Pan, Jiazhu
;
Wang, Hui
;
Tong, Howell
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 352-378
Persistent link: https://www.econbiz.de/10003608206
Saved in:
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