Threshold autoregressive modelling in finance: the pricing of equivalent assets

Paudyal, K and Pope, P F and Yadav, P K (1994) Threshold autoregressive modelling in finance: the pricing of equivalent assets. Mathematical Finance, 4 (2). pp. 205-221. ISSN 0960-1627

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Item Type:
Journal Article
Journal or Publication Title:
Mathematical Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43763
Deposited By:
Deposited On:
11 Jul 2011 18:04
Refereed?:
Yes
Published?:
Published
Last Modified:
19 Apr 2020 02:13