Narrow search
Showing 1 - 4 of 4
Cover Image
Some new results for threshold AR(1) models
Knight, John; Satchell, Stephen - In: Journal of time series econometrics 3 (2011) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10010029886
Cover Image
Some new results for threshold AR(1) models
Knight, John L.; Satchell, Stephen - In: Journal of time series econometrics 3 (2011) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10009623571
Cover Image
Modeling style rotation : switching and re-switching
Golosov, Edward; Satchell, Stephen - In: Journal of time series econometrics 6 (2014) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
Cover Image
What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011898000