Pages that link to "Item:Q647177"

The following pages link to A review of threshold time series models in finance (Q647177):

Displaying 33 items.

• Threshold models in time series analysis -- 30 years on (Q647166) (← links)
• Book review of: E. Zivot and J. Wang, Modeling financial time series with S-PLUS. (Q878287) (← links)
• Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
• Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
• Smooth buffered autoregressive time series models (Q2301087) (← links)
• Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS¹ (Q4372035) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• The marginal distribution function of threshold-type processes with central symmetric innovations (Q5064923) (← links)
• Predictive density criterion for <i>SETAR</i> models (Q5082828) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• (Q5120591) (← links)
• A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
• Instability in regime switching models (Q6039107) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
• On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782) (← links)
• A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning (Q6541943) (← links)
• Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models (Q6548802) (← links)
• Threshold effect in varying coefficient models with unknown heteroskedasticity (Q6567441) (← links)
• Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
• On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• A Bayesian Quantile Time Series Model for Asset Returns (Q6620829) (← links)
• Stability in threshold VAR models (Q6645256) (← links)