@article{Pan2008,
	title = {Estimation and tests for power-transformed and threshold GARCH models},
	author = {Jiazhu Pan and Hui Wang and Howell Tong},
	journal = {Journal of Econometrics},
	month = {Jan},
	number = {1},
	pages = {352--378},
	url = {http://www.sciencedirect.com/science/article/B6VC0-4P718T9-1/2/6c0945dae7803930c6b0f5d1933656e7},
	volume = {142},
	year = {2008},
	biburl = {http://www.bibsonomy.org/bibtex/21677a54a1f14cf79ce98f03bb90094a6/smicha},
	description = {Journal of Econometrics},
	keywords = {PTTGARCH structure }
}