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An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility.

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Title: An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility.
Authors: Zhang, Ziyi1 (AUTHOR), Li, Wai Keung1 (AUTHOR) hrntlwk@hku.hk
Source: Economies. Jun2019, Vol. 7 Issue 2, p58. 1p.
Database: Business Source Ultimate
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ISSN:22277099
DOI:10.3390/economies7020058