A nonparametric threshold model with application to zero returns (Q660063)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A nonparametric threshold model with application to zero returns |
scientific article; zbMATH DE number 6000093
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A nonparametric threshold model with application to zero returns |
scientific article; zbMATH DE number 6000093 |
Statements
A nonparametric threshold model with application to zero returns (English)
0 references
25 January 2012
0 references
censoring
0 references
extreme value theory
0 references
GARCH
0 references
index returns
0 references
0.7326361536979675
0 references
0.7315044403076172
0 references
0.7280247807502747
0 references
0.7169941067695618
0 references
0.710166335105896
0 references
