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~person:"Chung, Hon-lun"
~subject:"Nonlinear models"
~subject:"threshold autoregression"
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Nonlinear models
threshold autoregression
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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