{"date_created":"2018-10-10T11:14:21Z","publication":"IMA Journal of Management Mathematics","type":"journal_article","page":"395-412","issue":"4","year":"2007","status":"public","date_updated":"2022-01-06T07:01:15Z","publication_status":"published","extern":"1","publisher":"Oxford University Press (OUP)","department":[{"_id":"206"}],"doi":"10.1093/imaman/dpm024","intvolume":"        18","publication_identifier":{"issn":["1471-678X","1471-6798"]},"_id":"4614","volume":18,"user_id":"10075","title":"Modelling financial time series with SEMIFAR GARCH model","author":[{"id":"20760","last_name":"Feng","full_name":"Feng, Yuanhua","first_name":"Yuanhua"},{"first_name":"J.","full_name":"Beran, J.","last_name":"Beran"},{"full_name":"Yu, K.","first_name":"K.","last_name":"Yu"}],"citation":{"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>.","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.","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>.","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} }","short":"Y. Feng, J. Beran, K. Yu, IMA Journal of Management Mathematics 18 (2007) 395–412.","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>","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>"}}