Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters

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Publication:2914954

DOI10.1111/j.1467-9469.2012.00805.xzbMath1323.62085OpenAlexW1535087982MaRDI QIDQ2914954

Sangyeol Lee, Taewook Lee

Publication date: 21 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2012.00805.x




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