A review of threshold time series models in finance (Q647177): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review of threshold time series models in finance |
scientific article |
Statements
A review of threshold time series models in finance (English)
0 references
1 December 2011
0 references
asymmetry
0 references
heteroskedasticity
0 references
MCMC
0 references
Markov switching
0 references
smooth transition
0 references
nonlinearity
0 references
volatility model
0 references
