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Number of items: 2.
2024
Pan, Yue and Pan, Jiazhu (2024) Threshold network GARCH model. Journal of Time Series Analysis. ISSN 0143-9782 (In Press)
2023
Liu, Jichun and Pan, Yue and Pan, Jiazhu and ALMARASHI, Abdullah Maedh (2023) Markov-switching Poisson generalized autoregressive conditional heteroscedastic models. Statistics and Its Interface, 16 (4). pp. 531-544. ISSN 1938-7989
This list was generated on Sun May 5 01:16:39 2024 BST.