THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup> (Q4372035)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1106718
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup> |
scientific article; zbMATH DE number 1106718 |
Statements
THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup> (English)
0 references
5 April 1998
0 references
threshold
0 references
autoregressive
0 references
SETAR
0 references
arbitrage
0 references
cointegration
0 references
0.8088629841804504
0 references
0.799135684967041
0 references
0.7849858999252319
0 references
0.7836838960647583
0 references
0.777662456035614
0 references
