Showing 1 - 10 of 126
Persistent link: https://www.econbiz.de/10010495686
Persistent link: https://www.econbiz.de/10012008659
Persistent link: https://www.econbiz.de/10011800553
Persistent link: https://www.econbiz.de/10011800567
This paper investigates the behaviour of US stock prices using an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The TAR model is applied to monthly stock price (NYSE Common Stocks) data for the US for the period 1964:06 to 2003:04. Amongst our...
Persistent link: https://www.econbiz.de/10013105458
Persistent link: https://www.econbiz.de/10010493980
Persistent link: https://www.econbiz.de/10011892344
Persistent link: https://www.econbiz.de/10011538541
Persistent link: https://www.econbiz.de/10011544053
Persistent link: https://www.econbiz.de/10011474548