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"A double-threshold GARCH model of stock market and currency shocks on ..."

Yung-Lieh Yang, Chia-Lin Chang (2008)

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DOI: 10.1016/J.MATCOM.2008.01.048

access: closed

type: Journal Article

metadata version: 2022-04-09

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Yung-Lieh Yang, Chia-Lin Chang:
A double-threshold GARCH model of stock market and currency shocks on stock returns. Math. Comput. Simul. 79(3): 458-474 (2008)

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