ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS
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Publication:5438584
DOI10.1111/j.1467-842X.2005.00410.xzbMath1127.62076OpenAlexW1992661547MaRDI QIDQ5438584
Cathy W. S. Chen, Mike K. P. So, Richard H. Gerlach
Publication date: 24 January 2008
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2005.00410.x
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