On a buffered threshold autoregressive stochastic volatility model
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Publication:6580756
DOI10.1002/ASMB.2689MaRDI QIDQ6580756FDOQ6580756
Authors: Qingzheng Wang, Ka Fai Cedric Yiu, Heung Wong
Publication date: 29 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
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