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