ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS |
scientific article; zbMATH DE number 5229740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS |
scientific article; zbMATH DE number 5229740 |
Statements
ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (English)
0 references
24 January 2008
0 references
simulations
0 references
asymmetric mean reversion
0 references
asymmetric volatility model
0 references
double-threshold GARCH models
0 references
