Estimation and tests for power-transformed and threshold GARCH models

Tong, H., Pan, J. & Wang, H. (2008). Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142(1), 352-378. https://doi.org/10.1016/j.jeconom.2007.06.004
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Item Type Article
Copyright holders © 2008 Elsevier
Departments LSE > Academic Departments > Statistics
DOI 10.1016/j.jeconom.2007.06.004
Date Deposited 03 Apr 2008
URI https://researchonline.lse.ac.uk/id/eprint/3776

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