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dc.contributor.authorCai, Yen
dc.contributor.authorStander, Jen
dc.date.accessioned2019-04-08T10:21:42Z
dc.date.issued2019-05-03en
dc.identifier.issn1479-8417en
dc.identifier.urihttp://hdl.handle.net/10026.1/13682
dc.language.isoenen
dc.publisherOxford University Press (OUP)en
dc.titleThe threshold GARCH model: estimation and density forecasting for financial returnsen
dc.typeJournal Article
plymouth.journalJournal of Financial Econometricsen
dc.identifier.doi10.1093/jjfinec/nbz014en
plymouth.organisational-group/Plymouth
plymouth.organisational-group/Plymouth/Admin Group - REF
plymouth.organisational-group/Plymouth/Admin Group - REF/REF Admin Group - FoSE
plymouth.organisational-group/Plymouth/Faculty of Science and Engineering
plymouth.organisational-group/Plymouth/Faculty of Science and Engineering/School of Engineering, Computing and Mathematics
plymouth.organisational-group/Plymouth/REF 2021 Researchers by UoA
plymouth.organisational-group/Plymouth/REF 2021 Researchers by UoA/EXTENDED UoA 10 - Mathematical Sciences
plymouth.organisational-group/Plymouth/REF 2021 Researchers by UoA/UoA10 Mathematical Sciences
plymouth.organisational-group/Plymouth/Users by role
plymouth.organisational-group/Plymouth/Users by role/Academics
dcterms.dateAccepted2019-03-25en
dc.rights.embargodate2021-05-02en
dc.rights.embargoperiodNot knownen
rioxxterms.versionAMen
rioxxterms.versionofrecord10.1093/jjfinec/nbz014en
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserveden
rioxxterms.licenseref.startdate2019-05-03en
rioxxterms.typeJournal Article/Reviewen


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