{"@context":{"@vocab":"https://cir.nii.ac.jp/schema/1.0/","rdfs":"http://www.w3.org/2000/01/rdf-schema#","dc":"http://purl.org/dc/elements/1.1/","dcterms":"http://purl.org/dc/terms/","foaf":"http://xmlns.com/foaf/0.1/","prism":"http://prismstandard.org/namespaces/basic/2.0/","cinii":"http://ci.nii.ac.jp/ns/1.0/","datacite":"https://schema.datacite.org/meta/kernel-4/","ndl":"http://ndl.go.jp/dcndl/terms/","jpcoar":"https://github.com/JPCOAR/schema/blob/master/2.0/"},"@id":"https://cir.nii.ac.jp/crid/1362262943588550144.json","@type":"Article","productIdentifier":[{"identifier":{"@type":"DOI","@value":"10.1016/0165-1889(94)90039-6"}},{"identifier":{"@type":"URI","@value":"https://api.elsevier.com/content/article/PII:0165188994900396?httpAccept=text/xml"}},{"identifier":{"@type":"URI","@value":"https://api.elsevier.com/content/article/PII:0165188994900396?httpAccept=text/plain"}}],"dc:title":[{"@value":"Threshold heteroskedastic models"}],"creator":[{"@id":"https://cir.nii.ac.jp/crid/1382262943588550144","@type":"Researcher","foaf:name":[{"@value":"Jean-Michel Zakoian"}]}],"publication":{"publicationIdentifier":[{"@type":"PISSN","@value":"01651889"}],"prism:publicationName":[{"@value":"Journal of Economic Dynamics and Control"}],"dc:publisher":[{"@value":"Elsevier BV"}],"prism:publicationDate":"1994-09","prism:volume":"18","prism:number":"5","prism:startingPage":"931","prism:endingPage":"955"},"reviewed":"false","dc:rights":["https://www.elsevier.com/tdm/userlicense/1.0/"],"url":[{"@id":"https://api.elsevier.com/content/article/PII:0165188994900396?httpAccept=text/xml"},{"@id":"https://api.elsevier.com/content/article/PII:0165188994900396?httpAccept=text/plain"}],"createdAt":"2002-10-11","modifiedAt":"2019-04-12","relatedProduct":[{"@id":"https://cir.nii.ac.jp/crid/1360285706256900352","@type":"Article","resourceType":"学術雑誌論文(journal article)","relationType":["isReferencedBy"],"jpcoar:relatedTitle":[{"@value":"The microstructural foundations of leverage effect and rough volatility"}]},{"@id":"https://cir.nii.ac.jp/crid/1360567184213975296","@type":"Article","resourceType":"学術雑誌論文(journal article)","relationType":["isReferencedBy"],"jpcoar:relatedTitle":[{"@value":"Do industries contain predictive information for the Fama–French factors?"}]},{"@id":"https://cir.nii.ac.jp/crid/1390282763126527488","@type":"Article","relationType":["isReferencedBy"],"jpcoar:relatedTitle":[{"@language":"en","@value":"Several Extended CAViaR Models and Their Applications to the VaR Forecasting of the Security Markets"}]}],"dataSourceIdentifier":[{"@type":"CROSSREF","@value":"10.1016/0165-1889(94)90039-6"},{"@type":"CROSSREF","@value":"10.20965/jaciii.2016.p0590_references_DOI_4RiQmnieLG5FWimT5xPqEglNOEf"},{"@type":"CROSSREF","@value":"10.1007/s00780-018-0360-z_references_DOI_4RiQmnieLG5FWimT5xPqEglNOEf"},{"@type":"CROSSREF","@value":"10.1080/14697681003762271_references_DOI_4RiQmnieLG5FWimT5xPqEglNOEf"}]}