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Others: On buffered threshold GARCH models

TitleOn buffered threshold GARCH models
Authors
Lo, PHLi, WKYu, PLHLi, G
Issue Date2014
PublisherDepartment of Statistics and Actuarial Science, The University of Hong Kong.
Citation
Lo, PH, Li, WK, Yu, PLH, et al. (2014). On buffered threshold GARCH models. Hong Kong: Department of Statistics and Actuarial Science, The University of Hong Kong How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/257705

 

DC FieldValueLanguage
dc.contributor.authorLo, PH-
dc.contributor.authorLi, WK-
dc.contributor.authorYu, PLH-
dc.contributor.authorLi, G-
dc.date.accessioned2018-08-10T07:49:46Z-
dc.date.available2018-08-10T07:49:46Z-
dc.date.issued2014-
dc.identifier.citationLo, PH, Li, WK, Yu, PLH, et al. (2014). On buffered threshold GARCH models. Hong Kong: Department of Statistics and Actuarial Science, The University of Hong Kong-
dc.identifier.urihttp://hdl.handle.net/10722/257705-
dc.languageeng-
dc.publisherDepartment of Statistics and Actuarial Science, The University of Hong Kong.-
dc.titleOn buffered threshold GARCH models-
dc.typeOthers-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.authorityYu, PLH=rp00835-
dc.identifier.authorityLi, G=rp00738-
dc.identifier.hkuros228326-
dc.identifier.spageSerial No. 512 1-
dc.identifier.epageSerial No. 512 24-
dc.publisher.placeHong Kong-

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