View in EDS HTML Full Text PDF Full Text

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

Saved in:
Bibliographic Details
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 137457331
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Zhang%2C+Ziyi%22">Zhang, Ziyi</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Li%2C+Wai+Keung%22">Li, Wai Keung</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> hrntlwk@hku.hk</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Economies%22">Economies</searchLink>. Jun2019, Vol. 7 Issue 2, p58. 1p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=137457331
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.3390/economies7020058
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 1
        StartPage: 58
    Titles:
      – TitleFull: An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Zhang, Ziyi
      – PersonEntity:
          Name:
            NameFull: Li, Wai Keung
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 06
              Text: Jun2019
              Type: published
              Y: 2019
          Identifiers:
            – Type: issn-print
              Value: 22277099
          Numbering:
            – Type: volume
              Value: 7
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Economies
              Type: main
ResultId 1