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