A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Daniele Massacci
| Year of publication: |
2013
|
|---|---|
| Authors: | Massacci, Daniele |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 119.2013, 2, p. 199-203
|
| Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Nichtlineare Dynamik | Nonlinear dynamics | Aktienindex | Stock index | Volatilität | Volatility | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745760