A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns (Q2437202)
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scientific article; zbMATH DE number 6264156
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| English | A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns |
scientific article; zbMATH DE number 6264156 |
Statements
A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns (English)
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3 March 2014
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threshold model
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flexible threshold variable
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stock returns
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0.8121750354766846
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0.7914325594902039
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0.7874245047569275
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0.7763145565986633
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0.7711524963378906
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