On the threshold hyperbolic GARCH models
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Publication:647173
DOI10.4310/SII.2011.V4.N2.A11zbMath1229.91360MaRDI QIDQ647173
Guodong Li, Wai Keung Li, Wilson C. Kwan
Publication date: 1 December 2011
Published in: Statistics and Its Interface (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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