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