scientific article

DOI10.3969/j.issn.0253-2778.2013.12.005zbMath1313.91197MaRDI QIDQ2923673

Min Chen, Wuyi Ye, Yong Jiang, Baiqi Miao, Wu-qing Wu

Publication date: 3 November 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mean reversionstock index futuresthree-regime threshold autoregressive model

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)

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