Threshold autoregressive modelling in finance: the pricing of equivalent assets

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

Published

<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

Research