A nonlinear time series approach to modelling asymmetry in stock market indexes
type: Item
instance of: scholarly article
title: A nonlinear time series approach to modelling asymmetry in stock market indexes
zbMATH Open document ID: 1145.91391
DOI: 10.1007/BF02511487
author: Alessandra Amendola
author: Giuseppe Storti
published in: Statistical Methods and Applications
publication date: 2005-03-03T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 2140456
zbMATH Keywords: constrained changing parameters volatility model
zbMATH Keywords: TAR
zbMATH Keywords: leverage effect
zbMATH Keywords: EM algorithm
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2140456