Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence

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Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers (2001, methodology): “The S&P data used below can be related closely to the Monte Carlo experiments in Chan and McAleer (2002), which concentrate on the conditional variance and not on the conditional mean. The empirical results reported below display a similar pattern to the experimental results in Chan and McAleer (200”
Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM (2020, methodology): “[65], Terasvirta [66], and Chan and McAleer [67], STARGARCH type models are applied.”