Browsing "Department of Statistics & Actuarial Science" by Author lo, ph

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 中
Showing results 1 to 2 of 2
TitleAuthor(s)Issue Date
 
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
Journal:Computational Statistics and Data Analysis
Cheng, XLi, WKYu, PLHZhou, XWang, CLo, PH
2011
 
On Buffered Threshold Garch Models
Journal:Statistica Sinica
LO, PHLi, WKYu, PLHLi, G
2016
Showing results 1 to 2 of 2