Threshold Stochastic Volatility: Properties and Forecasting

AuthID
P-00M-XNT
3
Author(s)
Mao, XP
·
Document Type
Article
Year published
2017
Published
in INTERNATIONAL JOURNAL OF FORECASTING, ISSN: 0169-2070
Volume: 33, Issue: 4, Pages: 1105-1123 (19)
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Publication Identifiers
Scopus: 2-s2.0-85028376462
Wos: WOS:000412793000022
Source Identifiers
ISSN: 0169-2070
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