Original language | English |
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Number of pages | 0 |
Journal | Journal of Financial Econometrics |
Volume | 0 |
Issue number | 0 |
Early online date | 3 May 2019 |
DOIs | |
Publication status | Published - 3 May 2019 |
The threshold GARCH model: estimation and density forecasting for financial returns
Yuzhi Cai*, Julian Stander
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
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