Correction: Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
| Year of publication: |
1996
|
|---|---|
| Authors: | Li, W.K. ; Lam, K. |
| Published in: |
The statistician : journal of the Institute of Statisticians. - Oxford [u.a.] : Blackwell, ISSN 0039-0526, ZDB-ID 280816x. - Vol. 45.1996, 1, p. 142
|