Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
Work
Year: 2004
Type: article
Source: North American Actuarial Journal
Institutions University of Hong Kong, Chinese University of Hong Kong, London School of Economics and Political Science
Cites: 95
Cited by: 33
Related to: 10
FWCI: 0.609
Citation percentile (by year/subfield): 90.72
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed