A Bayesian threshold nonlinearity test for financial time series
| Year of publication: |
2005
|
|---|---|
| Authors: | So, Mike K.P. ; Chen, Cathy W.S. ; Chen, Ming-Tien |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 24.2005, 1, p. 61
|