A Bayesian threshold nonlinearity test for financial time series

Mike K. P. So, Cathy W. S. Chen and Ming-tien Chen

Year of publication:	2004
Authors:	So, Mike Ka-pui ; Chen, Cathy W. S. ; Chen, Ming-tien
Published in:	Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 24.2005, 1, p. 61-75
Subject:	Zeitreihenanalyse \| Time series analysis \| Finanzmarkt \| Financial market \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model

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