Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196)

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Modelling financial time series with threshold nonlinearity in returns and trading volume
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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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