• Title of article

    On a threshold heteroscedastic model

  • Author/Authors

    Cathy W.S. Chen، نويسنده , , Mike K.P. So، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    17
  • From page
    73
  • To page
    89
  • Keywords
    Markov chain Monte Carlo , Model diagnostics , auxiliary variables , stock returns , Asymmetry , GARCH model
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2006
  • Journal title
    International Journal of Forecasting
  • Record number

    179198

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179198