A bivariate threshold time series model for analyzing Australian interest rates
From MaRDI portal
Publication:2486187
DOI10.1016/j.matcom.2005.02.003zbMath1114.91348OpenAlexW2037187495MaRDI QIDQ2486187
Publication date: 5 August 2005
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2005.02.003
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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