ORCID
- Julian Stander: 0000-0002-1429-9862
DOI Link
Publication Date
2019-05-03
Publication Title
Journal of Financial Econometrics
ISSN
1479-8417
Acceptance Date
2019-03-25
Embargo Period
2021-05-02
Recommended Citation
Cai, Y., & Stander, J. (2019) 'The threshold GARCH model: estimation and density forecasting for financial returns', Journal of Financial Econometrics, . Available at: 10.1093/jjfinec/nbz014
