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
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Identification Number: 10.1016/j.jeconom.2007.06.004
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2008 Elsevier |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics |
| Date Deposited: | 03 Apr 2008 13:23 |
| Last Modified: | 25 Jan 2024 00:07 |
| URI: | http://eprints.lse.ac.uk/id/eprint/3776 |
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