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

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Original language	English
Number of pages	0
Journal	Journal of Financial Econometrics
Volume	0
Issue number	0
Early online date	3 May 2019
DOIs	https://doi.org/10.1093/jjfinec/nbz014
Publication status	Published - 3 May 2019

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title = "The threshold GARCH model: estimation and density forecasting for financial returns",

author = "Yuzhi Cai and Julian Stander",

year = "2019",

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language = "English",

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T1 - The threshold GARCH model: estimation and density forecasting for financial returns

AU - Cai, Yuzhi

AU - Stander, Julian

PY - 2019/5/3

Y1 - 2019/5/3

UR - https://pearl.plymouth.ac.uk/secam-research/744/

U2 - 10.1093/jjfinec/nbz014

DO - 10.1093/jjfinec/nbz014

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