"A general threshold GARCH process with volatility asymmetry."

Wei Wang, Guanghui Cai, Junjuan Hu (2020)

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DOI: 10.3233/JIFS-179849

access: closed

type: Journal Article

metadata version: 2020-07-01

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Wei Wang, Guanghui Cai, Junjuan Hu:
A general threshold GARCH process with volatility asymmetry. J. Intell. Fuzzy Syst. 38(6): 7795-7801 (2020)

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