Cai, Y., & Stander, J. (2019). The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns*. Journal of Financial Econometrics, 18(2), pp. 395-424. doi:10.1093/jjfinec/nbz014

Cai, Yuzhi, and Julian Stander. "The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns*." Journal of Financial Econometrics 18, no. 2 (2019): 395-424.

Cai, Yuzhi, and Julian Stander. "The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns*." Journal of Financial Econometrics 18.2 (2019): 395-424.