On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process

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Publication:2497786

DOI10.1016/J.SPL.2006.01.009zbMath1096.60018OpenAlexW2081480433MaRDI QIDQ2497786

Ji-Chun Liu

Publication date: 4 August 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.01.009




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