Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196): Difference between revisions
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Latest revision as of 12:12, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling financial time series with threshold nonlinearity in returns and trading volume |
scientific article |
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Modelling financial time series with threshold nonlinearity in returns and trading volume (English)
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18 June 2008
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GARCH model
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financial time series
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threshold nonlinearity
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asymmetry
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Markov chain Monte Carlo
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