Asset allocation under threshold autoregressive models (Q5414497)
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scientific article; zbMATH DE number 6292431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation under threshold autoregressive models |
scientific article; zbMATH DE number 6292431 |
Statements
Asset allocation under threshold autoregressive models (English)
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6 May 2014
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asset allocation
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SETAR model
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STAR model
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nonlinearity
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conditional heteroscedasticity
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dynamical programming
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stochastic dynamical system
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