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:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43763
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:04
Refereed?: Yes
Published?: Published
Last Modified: 03 Sep 2019 01:16
URI: https://eprints.lancs.ac.uk/id/eprint/43763

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