Please see his course website for the reading assignment. Lectures will be in our lecture hall, FordH127.
Contact me if you have any questions.
Come to office hours on Tuesday, 6-8PM, if you want to see me in person.
The main reference for this is
Zakoin, Jean-Michel, Threshold heteroskedastic models, Journal of Economic Dynamics and Control, vol. 18, 1994, pp. 931-955
This journal is avaialble online through the library.