Chan, F., & Theoharakis, B. (2011). Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation. Elsevier Science.
Chicago Style (17th ed.) CitationChan, Felix, and Billy Theoharakis. Estimating M-regimes STAR-GARCH Model Using QMLE with Parameter Transformation. Elsevier Science, 2011.
MLA (9th ed.) CitationChan, Felix, and Billy Theoharakis. Estimating M-regimes STAR-GARCH Model Using QMLE with Parameter Transformation. Elsevier Science, 2011.
Warning: These citations may not always be 100% accurate.