scientific article

zbMath1289.62129MaRDI QIDQ2858360

Jian-hong Wu, Jiajie Xu

Publication date: 19 November 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinearity testLSTAR model with two thresholdsmean reversion of exchange rates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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