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Article: On Buffered Threshold Garch Models

TitleOn Buffered Threshold Garch Models
Authors
LO, PHLi, WKYu, PLHLi, G
KeywordsBuffered threshold model
GARCH model
QMLE
Threshold model
Issue Date2016
PublisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/
Citation
Statistica Sinica, 2016, v. 26, p. 1555-1567 How to Cite?
DOI: http://dx.doi.org/10.5705/ss.2014.098t
Persistent Identifierhttp://hdl.handle.net/10722/236436
ISSN
1017-0405
2021 Impact Factor: 1.330
2020 SCImago Journal Rankings: 1.240
ISI Accession Number ID
WOS:000387199200012

 

DC FieldValueLanguage
dc.contributor.authorLO, PH-
dc.contributor.authorLi, WK-
dc.contributor.authorYu, PLH-
dc.contributor.authorLi, G-
dc.date.accessioned2016-11-25T00:53:23Z-
dc.date.available2016-11-25T00:53:23Z-
dc.date.issued2016-
dc.identifier.citationStatistica Sinica, 2016, v. 26, p. 1555-1567-
dc.identifier.issn1017-0405-
dc.identifier.urihttp://hdl.handle.net/10722/236436-
dc.languageeng-
dc.publisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/-
dc.relation.ispartofStatistica Sinica-
dc.subjectBuffered threshold model-
dc.subjectGARCH model-
dc.subjectQMLE-
dc.subjectThreshold model-
dc.titleOn Buffered Threshold Garch Models-
dc.typeArticle-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.authorityYu, PLH=rp00835-
dc.identifier.authorityLi, G=rp00738-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5705/ss.2014.098t-
dc.identifier.scopuseid_2-s2.0-85011857372-
dc.identifier.hkuros270507-
dc.identifier.volume26-
dc.identifier.spage1555-
dc.identifier.epage1567-
dc.identifier.isiWOS:000387199200012-
dc.publisher.placeTaiwan, Republic of China-
dc.identifier.issnl1017-0405-

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