The threshold GARCH model: estimation and density forecasting for financial returns

Yuzhi Cai*, Julian Stander

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

25 Downloads (Pure)
Original languageEnglish
Number of pages0
JournalJournal of Financial Econometrics
Volume0
Issue number0
Early online date3 May 2019
DOIs
Publication statusPublished - 3 May 2019

Cite this