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Estimation and tests for power-transformed and threshold GARCH models

Tong, Howell and 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
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Departments > Statistics
Date Deposited: 03 Apr 2008 13:23
Last Modified: 01 Oct 2010 08:51
URI: http://eprints.lse.ac.uk/id/eprint/3776

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