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"State switching in US equity index returns based on SETAR model with ..."

Timothy Little, Xiao-Ping Zhang, Fang Wang (2015)

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DOI: 10.1109/GLOBALSIP.2015.7416924

access: closed

type: Conference or Workshop Paper

metadata version: 2021-09-01

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  - conf/globalsip/LittleZW15
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Timothy Little, Xiao-Ping Zhang, Fang Wang:
State switching in US equity index returns based on SETAR model with Kalman filter tracking. GlobalSIP 2015: 1-5

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