CREATES

Stationary Threshold Vector Autoregressive Models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

Original languageEnglish
Article number45
JournalJournal of Risk and Financial Management
Volume11
Issue3
DOIs
Publication statusPublished - 2018
Externally publishedYes

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ID: 180402780