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Threshold autoregressive modelling in finance: ...
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Threshold autoregressive modelling in finance: the pricing of equivalent assets
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Overview
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K Paudyal
P F Pope
P K Yadav
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<mark>Journal publication date</mark>
1994
<mark>Journal</mark>
Mathematical Finance
Issue number
2
Volume
4
Number of pages
17
Pages (from-to)
205-221
Publication Status
Published
<mark>Original language</mark>
English