A general class of SemiGARCH models based on the Box-Cox transformation
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
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Zhang, Xuehai;
Feng, YuanhuaLibreCat;
Peitz, ChristianLibreCat
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Zhang X, Feng Y, Peitz C. A General Class of SemiGARCH Models Based on the Box-Cox Transformation.; 2017.
Zhang, X., Feng, Y., & Peitz, C. (2017). A general class of SemiGARCH models based on the Box-Cox transformation.
@book{Zhang_Feng_Peitz_2017, title={A general class of SemiGARCH models based on the Box-Cox transformation}, author={Zhang, Xuehai and Feng, Yuanhua and Peitz, Christian}, year={2017} }
Zhang, Xuehai, Yuanhua Feng, and Christian Peitz. A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
X. Zhang, Y. Feng, and C. Peitz, A general class of SemiGARCH models based on the Box-Cox transformation. 2017.
Zhang, Xuehai, et al. A General Class of SemiGARCH Models Based on the Box-Cox Transformation. 2017.
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