ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584): Difference between revisions
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Latest revision as of 11:47, 30 July 2024
scientific article; zbMATH DE number 5229740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS |
scientific article; zbMATH DE number 5229740 |
Statements
ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (English)
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24 January 2008
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simulations
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asymmetric mean reversion
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asymmetric volatility model
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double-threshold GARCH models
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