ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 22:15, 5 March 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)
0 references
24 January 2008
0 references
simulations
0 references
asymmetric mean reversion
0 references
asymmetric volatility model
0 references
double-threshold GARCH models
0 references