Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | |
|---|---|---|---|
A multivariate threshold varying conditional correlations model Journal:Econometric Reviews | 2010 | ||
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model Journal:Computational Statistics & Data Analysis | 2012 | ||
On the threshold hyperbolic GARCH models Journal:Statistics and its Interface | 2011 |