Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Emmanuel Numapau Gyamfi, Kwabena A. Kyei
| Year of publication: |
2016
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|---|---|
| Authors: | Gyamfi, Emmanuel Numapau ; Kyei, Kwabena A. |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 3, p. 1194-1199
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| Subject: | Threshold Models | Linearity Tests | Self-exciting Threshold Autoregressive Model | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Nichtlineare Regression | Nonlinear regression | ARCH-Modell | ARCH model | Westafrika | West Africa | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698077