A review of threshold time series models in finance (Q647177)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review of threshold time series models in finance |
scientific article |
Statements
A review of threshold time series models in finance (English)
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1 December 2011
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asymmetry
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heteroskedasticity
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MCMC
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Markov switching
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smooth transition
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nonlinearity
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volatility model
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