Explaining movements in UK stock prices:
Year of publication: |
2003-01
|
---|---|
Authors: | Aslanidis, Nektarios ; Osborn, Denise ; Sensier, Marianne |
Institutions: | Department of Economics, University of Crete |
Subject: | Regime-switching models | smooth transition autoregressive models | linearity tests | model evaluation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0302 42 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; C22 - Time-Series Models |
Source: |
-
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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