BibTeX record journals/csda/ChengLYZWL11

• > Home > journals/csda/ChengLYZWL11

@article{DBLP:journals/csda/ChengLYZWL11,
  author       = {Xixin Cheng and
                  Wai Keung Li and
                  Philip L. H. Yu and
                  Xuan Zhou and
                  Chao Wang and
                  P. H. Lo},
  title        = {Modeling threshold conditional heteroscedasticity with regime-dependent
                  skewness and kurtosis},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {55},
  number       = {9},
  pages        = {2590--2604},
  year         = {2011},
  url          = {https://doi.org/10.1016/j.csda.2011.03.008},
  doi          = {10.1016/J.CSDA.2011.03.008},
  timestamp    = {Tue, 18 Feb 2020 13:55:22 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/ChengLYZWL11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}