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BibTeX entry
@Article{Park:2009:PTG,
author = "J. A. Park and J. S. Baek and S. Y. Hwang",
title = "Persistent-threshold-{GARCH} processes: Model and
application",
journal = j-STAT-PROB-LETT,
volume = "79",
number = "7",
pages = "907--914",
day = "1",
month = apr,
year = "2009",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:18:06 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715208005348",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
keywords = "Generalized autoregressive conditional
heteroscedasticity (GARCH) models",
}
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