Introduction: Recent developments of switching models for financial data

DOI10.1515/SNDE-2017-5001OpenAlexW2588425584MaRDI QIDQ2691695

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Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-5001

Mathematics Subject Classification ID

Statistics (62-XX) Conference proceedings and collections of articles (00Bxx) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Testing for two-regime threshold cointegration in vector error-correction models.

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