Estimation and tests for power-transformed and threshold...

Journal of Econometrics 2008 Vol. 142; Iss. 1

Estimation and tests for power-transformed and threshold GARCH models

Jiazhu Pan, Hui Wang, Howell Tong
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Volume:
142
Year:
2008
Language:
english
Pages:
27
DOI:
10.1016/j.jeconom.2007.06.004
File:
PDF, 421 KB
english, 2008
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