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Multivariate Contemporaneous Threshold Autoregressive Models

Multivariate Contemporaneous Threshold Autoregressive Models

Dueker, Michael; Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio

期刊名称SSRN Electronic Journal
作者Dueker, Michael; Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio
电子ISSN1556-5068
文件大小1105.64KB
发表时间2007
DOI10.2139/ssrn.986354

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