The threshold approach in volatility modelling

Exploration of a Nonlinear World: An Appreciation of Howell Tong's Contributions to Statistics

Volumn , Issue , 2009, Pages 95-100

  Li, W K ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

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EID: 84969594408     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812836281_0007     Document Type: Chapter

References (37)

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