title = {Quantile self-exciting threshold autoregressive time series models},
author = {Yuzhi Cai and Julian Stander}, day = {01}, journal = {Journal of Time Series Analysis}, month = {Jan}, note = {doi: 10.1111/j.1467-9892.2007.00551.x}, number = {1}, pages = {186--202}, url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2007.00551.x}, volume = {29}, year = {2008},
keywords = {imported }