On buffered threshold Garch models-Reference-Cited by-同舟云学术

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On buffered threshold Garch models

Published:2016 Issue: Volume: Page:
ISSN:1017-0405
Container-title:Statistica Sinica
language:
Short-container-title:STAT SINICA

Author:

Lo Pak Hang,Li Wai Keung,Yu Philip L.H.,Li Guodong

Publisher

Statistica Sinica (Institute of Statistical Science)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www3.stat.sinica.edu.tw/statistica/oldpdf/A26n411.pdf

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the asymmetry in the volatility of financial time series: a buffered transition approach;Journal of Statistical Computation and Simulation;2023-03-15

2. Parameter Estimation of Buffered Autoregressive Model Based on Bayesian Inference;Statistics and Application;2023

3. BRC-GARCH-X model: the empirical evidence in stock returns;Communications in Statistics - Simulation and Computation;2022-07-27

4. On a buffered threshold autoregressive stochastic volatility model;Applied Stochastic Models in Business and Industry;2022-05-18

5. Growth, institutions and oil dependence: A buffered threshold panel approach;Economic Modelling;2021-06

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