Showing results 1 to 5 of 5
Title | Author(s) | Issue Date | |
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Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis Journal:Computational Statistics and Data Analysis | 2011 | ||
2014 | |||
On Buffered Threshold Garch Models Journal:Statistica Sinica | 2016 | ||
2016 | |||
2013 |