Tong, Howell, Pan, Jiazhu and Wang, Hui (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of econometrics, 142 (1). pp. 352-378. ISSN 0304-4076
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2008 Elsevier |
| Library of Congress subject classification: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Sets: | Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/3776/ |
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