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
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