---
_id: '4614'
author:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
- first_name: J.
  full_name: Beran, J.
  last_name: Beran
- first_name: K.
  full_name: Yu, K.
  last_name: Yu
citation:
  ama: Feng Y, Beran J, Yu K. Modelling financial time series with SEMIFAR GARCH model.
    <i>IMA Journal of Management Mathematics</i>. 2007;18(4):395-412. doi:<a href="https://doi.org/10.1093/imaman/dpm024">10.1093/imaman/dpm024</a>
  apa: Feng, Y., Beran, J., &#38; Yu, K. (2007). Modelling financial time series with
    SEMIFAR GARCH model. <i>IMA Journal of Management Mathematics</i>, <i>18</i>(4),
    395–412. <a href="https://doi.org/10.1093/imaman/dpm024">https://doi.org/10.1093/imaman/dpm024</a>
  bibtex: '@article{Feng_Beran_Yu_2007, title={Modelling financial time series with
    SEMIFAR GARCH model}, volume={18}, DOI={<a href="https://doi.org/10.1093/imaman/dpm024">10.1093/imaman/dpm024</a>},
    number={4}, journal={IMA Journal of Management Mathematics}, publisher={Oxford
    University Press (OUP)}, author={Feng, Yuanhua and Beran, J. and Yu, K.}, year={2007},
    pages={395–412} }'
  chicago: 'Feng, Yuanhua, J. Beran, and K. Yu. “Modelling Financial Time Series with
    SEMIFAR GARCH Model.” <i>IMA Journal of Management Mathematics</i> 18, no. 4 (2007):
    395–412. <a href="https://doi.org/10.1093/imaman/dpm024">https://doi.org/10.1093/imaman/dpm024</a>.'
  ieee: Y. Feng, J. Beran, and K. Yu, “Modelling financial time series with SEMIFAR
    GARCH model,” <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, pp.
    395–412, 2007.
  mla: Feng, Yuanhua, et al. “Modelling Financial Time Series with SEMIFAR GARCH Model.”
    <i>IMA Journal of Management Mathematics</i>, vol. 18, no. 4, Oxford University
    Press (OUP), 2007, pp. 395–412, doi:<a href="https://doi.org/10.1093/imaman/dpm024">10.1093/imaman/dpm024</a>.
  short: Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007)
    395–412.
date_created: 2018-10-10T11:14:21Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.1093/imaman/dpm024
extern: '1'
intvolume: '        18'
issue: '4'
page: 395-412
publication: IMA Journal of Management Mathematics
publication_identifier:
  issn:
  - 1471-678X
  - 1471-6798
publication_status: published
publisher: Oxford University Press (OUP)
status: public
title: Modelling financial time series with SEMIFAR GARCH model
type: journal_article
user_id: '10075'
volume: 18
year: '2007'
...