search author

DBLP BibTeX Record 'journals/mcs/YangC08'

@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   = {Mathematics and Computers in Simulation},
  volume    = {79},
  number    = {3},
  year      = {2008},
  pages     = {458-474},
  ee        = {http://dx.doi.org/10.1016/j.matcom.2008.01.048},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}