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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

Standard

Threshold autoregressive modelling in finance: the pricing of equivalent assets. / Paudyal, K; Pope, P F; Yadav, P K.
In: Mathematical Finance, Vol. 4, No. 2, 1994, p. 205-221.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Paudyal, K, Pope, PF & Yadav, PK 1994, 'Threshold autoregressive modelling in finance: the pricing of equivalent assets', Mathematical Finance, vol. 4, no. 2, pp. 205-221.

APA

Paudyal, K., Pope, P. F., & Yadav, P. K. (1994). Threshold autoregressive modelling in finance: the pricing of equivalent assets. Mathematical Finance, 4(2), 205-221.

Vancouver

Paudyal K, Pope PF, Yadav PK. Threshold autoregressive modelling in finance: the pricing of equivalent assets. Mathematical Finance. 1994;4(2):205-221.

Author

Paudyal, K ; Pope, P F ; Yadav, P K. / Threshold autoregressive modelling in finance: the pricing of equivalent assets. In: Mathematical Finance. 1994 ; Vol. 4, No. 2. pp. 205-221.

Bibtex

@article{7139d203434a4c2bad8338576efcbf27,
title = "Threshold autoregressive modelling in finance: the pricing of equivalent assets",
author = "K Paudyal and Pope, {P F} and Yadav, {P K}",
year = "1994",
language = "English",
volume = "4",
pages = "205--221",
journal = "Mathematical Finance",
issn = "0960-1627",
publisher = "Wiley-Blackwell",
number = "2",

}

RIS

TY - JOUR

T1 - Threshold autoregressive modelling in finance: the pricing of equivalent assets

AU - Paudyal, K

AU - Pope, P F

AU - Yadav, P K

PY - 1994

Y1 - 1994

M3 - Journal article

VL - 4

SP - 205

EP - 221

JO - Mathematical Finance

JF - Mathematical Finance

SN - 0960-1627

IS - 2

ER -