Modelling financial time series with threshold nonlinearity in returns and trading volume
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Publication:3505196
DOI10.1002/asmb.674zbMath1150.91475OpenAlexW2152592679MaRDI QIDQ3505196
Mike K. P. So, Cathy W. S. Chen, Doris S. Y. Lin, Thomas C. Chiang
Publication date: 18 June 2008
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.674
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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