Hui, Yer Van and Jiang, Jiancheng <br/><br/>
Robust modelling of DTARCH models 
 J5710  2005 

 -  2005 
 - 143-158  V.  08  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Conditional heteroskedasticity;Double threshold;Median regression;Model diagnostic checking;Robust portmanteau statistic;