On the threshold hyperbolic GARCH models

Wilson KWAN, Wai Keung LI, Guodong LI

Research output: Contribution to journalArticlespeer-review

4 Citations (Scopus)

Fingerprint

Dive into the research topics of 'On the threshold hyperbolic GARCH models'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance

Computer Science