File Download
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.5705/ss.2014.098t
- Scopus: eid_2-s2.0-85011857372
- WOS: WOS:000387199200012
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: On Buffered Threshold Garch Models
Title | On Buffered Threshold Garch Models |
---|---|
Authors | |
Keywords | Buffered threshold model GARCH model QMLE Threshold model |
Issue Date | 2016 |
Publisher | Academia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/ |
Citation | Statistica Sinica, 2016, v. 26, p. 1555-1567 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/236436 |
ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.368 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | LO, PH | - |
dc.contributor.author | Li, WK | - |
dc.contributor.author | Yu, PLH | - |
dc.contributor.author | Li, G | - |
dc.date.accessioned | 2016-11-25T00:53:23Z | - |
dc.date.available | 2016-11-25T00:53:23Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Statistica Sinica, 2016, v. 26, p. 1555-1567 | - |
dc.identifier.issn | 1017-0405 | - |
dc.identifier.uri | http://hdl.handle.net/10722/236436 | - |
dc.language | eng | - |
dc.publisher | Academia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/ | - |
dc.relation.ispartof | Statistica Sinica | - |
dc.subject | Buffered threshold model | - |
dc.subject | GARCH model | - |
dc.subject | QMLE | - |
dc.subject | Threshold model | - |
dc.title | On Buffered Threshold Garch Models | - |
dc.type | Article | - |
dc.identifier.email | Li, WK: hrntlwk@hkucc.hku.hk | - |
dc.identifier.email | Yu, PLH: plhyu@hku.hk | - |
dc.identifier.email | Li, G: gdli@hku.hk | - |
dc.identifier.authority | Li, WK=rp00741 | - |
dc.identifier.authority | Yu, PLH=rp00835 | - |
dc.identifier.authority | Li, G=rp00738 | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.5705/ss.2014.098t | - |
dc.identifier.scopus | eid_2-s2.0-85011857372 | - |
dc.identifier.hkuros | 270507 | - |
dc.identifier.volume | 26 | - |
dc.identifier.spage | 1555 | - |
dc.identifier.epage | 1567 | - |
dc.identifier.isi | WOS:000387199200012 | - |
dc.publisher.place | Taiwan, Republic of China | - |
dc.identifier.issnl | 1017-0405 | - |