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Estimation and tests for power-transformed and threshold GARCH models

By Howell Tong, Jiazhu Pan and Hui Wang
Topics: H Social Sciences (General), HA Statistics
Publisher: Elsevier
Year: 2008
DOI identifier: 10.1016/j.jeconom.2007.06.004
OAI identifier: oai:eprints.lse.ac.uk:3776
Provided by: LSE Research Online
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