Pages that link to "Item:Q2490475"
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The following pages link to The behaviour of US stock prices: Evidence from a threshold autoregressive model (Q2490475):
Displaying 9 items.
- A threshold cointegration test with increased power (Q870443) (← links)
- Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161) (← links)
- ARIMA modeling of event induced stock price reactions in Austria. (Q1421054) (← links)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change (Q2483549) (← links)
- Determinants of the Long Term Excess Performance of American Depository Receipts Listed on the New York Stock Exchange (Q3434829) (← links)
- THE BEHAVIOR OF A THRESHOLD MODEL OF MARKET PRICE IN STOCK EXCHANGE (Q4359189) (← links)
- SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting (Q6134328) (← links)