JASA Mar 16, 2026

Z-valued smooth transition GARCH models: Specification and testing

Authors
Fukang Zhu Nuo Xu Qi Li Shiqing Ling
Research Topics
Hypothesis Testing
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2637673
  • Published:
    March 16, 2026
  • Added to Tracker:
    Mar 17, 2026
Author Details
Fukang Zhu
Author
Nuo Xu
Author
Qi Li
Author
Shiqing Ling
Author
Research Topics & Keywords
Hypothesis Testing
Research Area
Citation Information
APA Format
Fukang Zhu , Nuo Xu , Qi Li & Shiqing Ling (2026) . Z-valued smooth transition GARCH models: Specification and testing. Journal of the American Statistical Association , 10.1080/01621459.2026.2637673.
BibTeX Format
@article{paper1071,
  title = { Z-valued smooth transition GARCH models: Specification and testing },
  author = { Fukang Zhu and Nuo Xu and Qi Li and Shiqing Ling },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2637673 },
  url = { https://doi.org/10.1080/01621459.2026.2637673 }
}
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