BibTeX record journals/mcs/YangC08

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@article{DBLP:journals/mcs/YangC08,
  author       = {Yung{-}Lieh Yang and
                  Chia{-}Lin Chang},
  title        = {A double-threshold {GARCH} model of stock market and currency shocks
                  on stock returns},
  journal      = {Math. Comput. Simul.},
  volume       = {79},
  number       = {3},
  pages        = {458--474},
  year         = {2008},
  url          = {https://doi.org/10.1016/j.matcom.2008.01.048},
  doi          = {10.1016/J.MATCOM.2008.01.048},
  timestamp    = {Sat, 09 Apr 2022 12:26:25 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/YangC08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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