Work

An Analysis of Logarithmic Return Using Threshold Regression Based on the Ornstein–Uhlenbeck Process

Year: 2025

Type: article

Source: Risk and Decision Analysis

DOI: 10.1177/15697371251375292

Authors: Siwarak Sawongnam, Jiraphan Suntornchost

Institution: Chulalongkorn University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414199577

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Cites: 19

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