The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns*
Date first appeared online | 03/05/2019 |
DOI | 10.1093/jjfinec/nbz014 |
Authors | Cai Y. |
Journal Name | Journal of Financial Econometrics |
Volume | 18 |
Documents
- bayesian_tgarch-b.pdf , Book