Theory and applications of TAR model with two threshold variables
Year of publication: |
2012
|
---|---|
Authors: | Chen, Haiqiang ; Chong, Terence Tai-Leung ; Bai, Jushan |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 31.2012, 1/3, p. 142-170
|
Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | Aktienindex | Stock index | Theorie | Theory | Hongkong | Hong Kong | 1995-2005 |
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