Pages that link to "Item:Q5467291"
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The following pages link to Asymmetric response and interaction of U.S. and local news in financial markets (Q5467291):
Displaying 10 items.
- The impact of US macroeconomic news on the Polish stock market (Q301335) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Multi-regime nonlinear capital asset pricing models (Q2866374) (← links)
- Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
- Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407) (← links)
- A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
- Assessing skewness in financial markets (Q6068052) (← links)
