Yue Pan - Research output - University of Strathclyde

2 Article

2 results

2024
Threshold network GARCH model
Pan, Y. & Pan, J., 1 Nov 2024, In: Journal of Time Series Analysis. 45, 6, p. 910–930 21 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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26 Downloads (Pure)
2023
Markov-switching Poisson generalized autoregressive conditional heteroscedastic models
Liu, J., Pan, Y., Pan, J. & ALMARASHI, A. M., 14 Apr 2023, In: Statistics and Its Interface. 16, 4, p. 531-544 14 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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1 Citation (Scopus)

45 Downloads (Pure)