Nonlinear features and mean reversion mechanism research based on the basis of stock index futures (Q2923673)
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scientific article; zbMATH DE number 6364265
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| English | Nonlinear features and mean reversion mechanism research based on the basis of stock index futures |
scientific article; zbMATH DE number 6364265 |
Statements
3 November 2014
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three-regime threshold autoregressive model
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mean reversion
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stock index futures
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Nonlinear features and mean reversion mechanism research based on the basis of stock index futures (English)
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0.7044308185577393
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0.7023701667785645
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