Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds (Q2858360)
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scientific article; zbMATH DE number 6229584
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| English | Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds |
scientific article; zbMATH DE number 6229584 |
Statements
19 November 2013
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LSTAR model with two thresholds
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nonlinearity test
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mean reversion of exchange rates
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Theory study and empirical analysis on nonlinearity tests for an LSTAR model with two thresholds (English)
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0.7916174530982971
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0.7843791842460632
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0.7817615270614624
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0.7809056043624878
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0.7770537734031677
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