Analytical framework in assessing systemic financial market infrastructure / by Nephil Matangi Maskay -- Analytical framework in assessing systemic financial market infrastructure of India / by Edwin Prabu A. -- Analytical framework in assessing systemic financial market infrastructures in...

This thesis covers the further development of smooth transition regression models and their applications in finance. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications. Usually, smooth transition regression models are used with...

This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have...