Theory and applications of TAR model with two threshold variables
Haiqiang Chen, Terence Tai-Leung Chong and Jushan Bai
| Year of publication: |
2012
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|---|---|
| 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
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| Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | Aktienindex | Stock index | Theorie | Theory | Hongkong | Hong Kong | 1995-2005 |
| 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/10009515966