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~isPartOf:"Journal of time series econometrics"
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Journal of time series econometrics
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What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
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2
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
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3
Some new results for threshold AR(1) models
Knight, John L.
;
Satchell, Stephen
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009623571
Saved in:
4
Some new results for threshold AR(1) models
Knight, John
;
Satchell, Stephen
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010029886
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