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A Bayesian threshold nonlinearity test for financial time series
So, Mike K.P.; Chen, Cathy W.S.; Chen, Ming-Tien - In: Journal of forecasting 24 (2005) 1, pp. 61
Persistent link: https://www.econbiz.de/10006872911
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Subset threshold autoregression
So, Mike K.P.; Chen, Cathy W.S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10006891180
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Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
Chen, Cathy W.S.; Gerlach, Richard; Lin, Edward M. H.; … - In: Journal of forecasting 31 (2012) 8, pp. 661-688
Persistent link: https://www.econbiz.de/10010033559