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

Pan J, Wang H, Tong H

DOI: 10.1016/j.jeconom.2007.06.004
Published: 2008 Jan
Container: Journal of econometrics
Publisher: Not recorded
Open access: yes

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BibTeX

@article{allodium:10.1016/j.jeconom.2007.06.004,
  title = {Estimation and tests for power-transformed and threshold GARCH models.},
  author = {Pan J and Wang H and Tong H},
  year = {2008},
  journal = {Journal of econometrics},
  doi = {10.1016/j.jeconom.2007.06.004},
  url = {https://doi.org/10.1016/j.jeconom.2007.06.004}
}

RIS

TY  - JOUR
TI  - Estimation and tests for power-transformed and threshold GARCH models.
AU  - Pan J
AU  - Wang H
AU  - Tong H
PY  - 2008
JO  - Journal of econometrics
DO  - 10.1016/j.jeconom.2007.06.004
UR  - https://doi.org/10.1016/j.jeconom.2007.06.004
ER  -

APA

J, P., H, W., & H, T. (2008). Estimation and tests for power-transformed and threshold GARCH models.. Journal of econometrics. https://doi.org/10.1016/j.jeconom.2007.06.004

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pubmed · retrieved 2026-09-26T07:11:02.575Z