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    Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis

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    Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
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    Xixin Cheng, W. K. Li, Philip L. H. Yu, Xuan Zhou,
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    Added 27 Aug 2011
    Updated 27 Aug 2011
    Type Journal
    Year 2011
    Where CSDA
    Authors Xixin Cheng, W. K. Li, Philip L. H. Yu, Xuan Zhou, Chao Wang, P. H. Lo
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