A review of threshold time series models in finance (Q647177)
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: A review of threshold time series models in finance |
scientific article; zbMATH DE number 5983890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review of threshold time series models in finance |
scientific article; zbMATH DE number 5983890 |
Statements
A review of threshold time series models in finance (English)
0 references
1 December 2011
0 references
asymmetry
0 references
heteroskedasticity
0 references
MCMC
0 references
Markov switching
0 references
smooth transition
0 references
nonlinearity
0 references
volatility model
0 references
