THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup> (Q4372035): Difference between revisions
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Latest revision as of 10:16, 28 May 2024
scientific article; zbMATH DE number 1106718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup> |
scientific article; zbMATH DE number 1106718 |
Statements
THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup> (English)
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5 April 1998
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threshold
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autoregressive
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SETAR
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arbitrage
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cointegration
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