Browse by Author or creator
Number of items: 2.
2024
Pan, Yue and Pan, Jiazhu (2024) Threshold network GARCH model. Journal of Time Series Analysis, 45 (6). 910–930. ISSN 0143-9782
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 Thu Dec 12 05:33:32 2024 GMT.