A review of threshold time series models in finance
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Publication:647177
DOI10.4310/SII.2011.v4.n2.a12zbMath1229.91354OpenAlexW2002849459MaRDI QIDQ647177
Feng-Chi Liu, Mike K. P. So, Cathy W. S. Chen
Publication date: 1 December 2011
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2011.v4.n2.a12
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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