Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asmb.674 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2152592679 / rank | |||
Normal rank | |||
Revision as of 23:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling financial time series with threshold nonlinearity in returns and trading volume |
scientific article |
Statements
Modelling financial time series with threshold nonlinearity in returns and trading volume (English)
0 references
18 June 2008
0 references
GARCH model
0 references
financial time series
0 references
threshold nonlinearity
0 references
asymmetry
0 references
Markov chain Monte Carlo
0 references
